+98.6%
TFC vs THC
+952.2%
-853.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.6% |
| 7D | +2.2% | -2.6% | +4.8% | +2.8% |
| 30D | -2.5% | -1.2% | -1.3% | -2.3% |
| 3M | +4.5% | +58.9% | -54.4% | -6.5% |
| 6M | +11.0% | +9.3% | +1.6% | +7.6% |
| YTD | +5.9% | +30.4% | -24.5% | -2.0% |
| 1Y | +14.6% | +34.6% | -20.0% | +4.8% |
| 3Y | +96.7% | +246.7% | -149.9% | +39.3% |
| 5Y | +15.6% | +244.5% | -229.0% | -21.6% |
| 10Y | +98.6% | +950.1% | -851.5% | -2.6% |
| All | +98.6% | +952.2% | -853.6% | -2.6% |
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 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