+201.6%
TGT vs THC
+1,813.2%
-1,611.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.6% | +1.0% | +1.7% | +2.5% |
| 30D | +4.7% | +5.3% | -0.6% | +3.9% |
| 3M | +4.6% | +7.1% | -2.6% | +3.5% |
| 6M | +34.9% | +46.0% | -11.2% | +27.4% |
| YTD | +70.9% | +43.9% | +27.0% | +61.2% |
| 1Y | +84.4% | +45.4% | +38.9% | +73.3% |
| 3Y | +69.1% | +421.3% | -352.2% | +31.2% |
| 5Y | -26.9% | +261.5% | -288.4% | -41.9% |
| All | +201.6% | +1,813.2% | -1,611.6% | +103.7% |
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