-65.4%
TEAM vs THC
+258.4%
-323.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | -26.7% | +5.3% | -32.0% | -28.1% |
| 3M | -9.6% | +7.1% | -16.7% | -12.1% |
| 6M | +86.0% | +46.0% | +40.0% | +62.1% |
| YTD | -7.5% | +43.9% | -51.4% | -20.5% |
| 1Y | -1.4% | +45.4% | -46.8% | -15.9% |
| 3Y | -14.3% | +421.3% | -435.6% | -61.1% |
| All | -65.4% | +258.4% | -323.8% | -81.9% |
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