-50.3%
TEAM vs THC
+250.3%
-300.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -0.4% | -0.7% | +0.2% | -0.2% |
| 30D | +67.3% | +1.3% | +66.0% | +66.6% |
| 3M | +86.8% | +64.2% | +22.5% | +58.1% |
| 6M | +146.8% | +8.3% | +138.5% | +138.1% |
| YTD | +16.9% | +33.4% | -16.5% | +3.9% |
| 1Y | +12.8% | +37.7% | -24.9% | -1.9% |
| 3Y | -7.3% | +236.8% | -244.1% | -47.6% |
| All | -50.3% | +250.3% | -300.6% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling