-11.4%
TEAM vs THC
+413.3%
-424.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.1% | -15.1% | -15.9% |
| 7D | -19.8% | +3.7% | -23.5% | -20.5% |
| 30D | -21.5% | +9.0% | -30.6% | -23.0% |
| 3M | +39.5% | +10.4% | +29.1% | +36.3% |
| 6M | +73.1% | +45.7% | +27.4% | +59.5% |
| YTD | -5.2% | +42.6% | -47.8% | -13.0% |
| 1Y | -1.6% | +38.8% | -40.3% | -9.3% |
| 3Y | -11.4% | +418.8% | -430.3% | -47.0% |
| All | -11.4% | +413.3% | -424.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling