+84.7%
TFC vs THC
+1,325.8%
-1,241.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.5% |
| 7D | +0.3% | +7.5% | -7.2% | -1.4% |
| 30D | +9.2% | +9.6% | -0.4% | +6.7% |
| 3M | -2.9% | +10.3% | -13.2% | -5.4% |
| 6M | +3.5% | +51.8% | -48.3% | -7.3% |
| YTD | +5.4% | +45.4% | -40.0% | -5.4% |
| 1Y | +17.3% | +40.8% | -23.5% | +5.7% |
| 3Y | +96.7% | +448.8% | -352.1% | +22.1% |
| 5Y | -1.1% | +263.4% | -264.5% | -35.1% |
| 10Y | +84.7% | +1,800.1% | -1,715.3% | -19.3% |
| All | +84.7% | +1,325.8% | -1,241.0% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling