+203.4%
TGT vs THC
+1,021.1%
-817.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -5.0% | 0.0% | -5.0% | -5.1% |
| 30D | +3.0% | +1.5% | +1.5% | +2.8% |
| 3M | +22.6% | +59.9% | -37.3% | +14.9% |
| 6M | +31.2% | +11.0% | +20.2% | +28.7% |
| YTD | +63.7% | +32.6% | +31.1% | +56.6% |
| 1Y | +78.5% | +37.4% | +41.1% | +69.5% |
| 3Y | +40.5% | +252.5% | -212.0% | +16.0% |
| 5Y | -25.6% | +262.3% | -287.9% | -40.0% |
| All | +203.4% | +1,021.1% | -817.7% | +107.2% |
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