+96.0%
TFC vs THC
+423.7%
-327.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +10.8% | +5.3% | +5.5% | +9.8% |
| 3M | -3.8% | +7.1% | -10.9% | -5.0% |
| 6M | +9.6% | +46.0% | -36.5% | +2.5% |
| YTD | +5.8% | +43.9% | -38.2% | -1.3% |
| 1Y | +16.2% | +45.4% | -29.3% | +7.9% |
| 3Y | +96.0% | +421.3% | -325.3% | +19.9% |
| All | +96.0% | +423.7% | -327.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling