+17.3%
TFC vs THC
+250.3%
-233.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | -1.3% | +1.3% | -2.6% | -1.6% |
| 3M | +6.1% | +64.2% | -58.2% | -5.4% |
| 6M | +7.3% | +8.3% | -0.9% | +4.7% |
| YTD | +8.2% | +33.4% | -25.2% | +0.1% |
| 1Y | +14.4% | +37.7% | -23.2% | +4.5% |
| 3Y | +93.7% | +236.8% | -143.1% | +34.9% |
| All | +17.3% | +250.3% | -233.0% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling