+88.5%
TFC vs THC
+1,421.6%
-1,333.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +1.2% | +3.7% | -2.5% | +0.3% |
| 30D | +8.3% | +9.0% | -0.7% | +6.1% |
| 3M | -5.2% | +10.4% | -15.6% | -7.5% |
| 6M | -0.8% | +45.7% | -46.5% | -9.9% |
| YTD | +3.4% | +42.6% | -39.1% | -6.4% |
| 1Y | +17.0% | +38.8% | -21.7% | +6.2% |
| 3Y | +86.2% | +418.8% | -332.7% | +19.4% |
| 5Y | -2.3% | +275.7% | -278.0% | -35.3% |
| All | +88.5% | +1,421.6% | -1,333.1% | -10.7% |
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