+631.8%
TEAM vs THC
+813.7%
-181.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.1% | -15.1% | -16.0% |
| 7D | -19.8% | +3.7% | -23.5% | -20.4% |
| 30D | -21.5% | +9.0% | -30.6% | -22.7% |
| 3M | +39.5% | +10.4% | +29.1% | +37.0% |
| 6M | +73.1% | +45.7% | +27.4% | +61.7% |
| YTD | -5.2% | +42.6% | -47.8% | -11.8% |
| 1Y | -1.6% | +38.8% | -40.3% | -8.2% |
| 3Y | -11.4% | +418.8% | -430.3% | -35.3% |
| 5Y | -65.1% | +275.7% | -340.8% | -73.6% |
| 10Y | +471.3% | +1,496.2% | -1,024.9% | +215.9% |
| All | +631.8% | +813.7% | -181.9% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling