-25.0%
TGT vs THC
+258.2%
-283.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -4.1% |
| 7D | -3.6% | +4.1% | -7.7% | -4.5% |
| 30D | +4.4% | +3.5% | +0.9% | +3.6% |
| 3M | +25.4% | +61.7% | -36.4% | +11.7% |
| 6M | +33.4% | +11.8% | +21.5% | +28.9% |
| YTD | +65.6% | +35.4% | +30.2% | +52.5% |
| 1Y | +80.3% | +37.0% | +43.3% | +64.8% |
| 3Y | +42.1% | +260.1% | -217.9% | -3.4% |
| 5Y | -25.0% | +262.6% | -287.6% | -48.9% |
| All | -25.0% | +258.2% | -283.3% | -48.9% |
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 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