-25.1%
TGT vs THC
+266.8%
-291.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +5.5% | +8.8% | -3.3% | +3.5% |
| 30D | +6.0% | +10.0% | -4.0% | +3.7% |
| 3M | +8.0% | +11.7% | -3.7% | +5.2% |
| 6M | +32.3% | +52.5% | -20.2% | +19.1% |
| YTD | +71.3% | +46.1% | +25.2% | +54.7% |
| 1Y | +86.8% | +49.1% | +37.7% | +67.4% |
| 3Y | +67.9% | +439.6% | -371.8% | +1.1% |
| 5Y | -25.1% | +263.2% | -288.2% | -50.0% |
| All | -25.1% | +266.8% | -291.9% | -50.0% |
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