+40.7%
THC vs TAP
+4.4%
+36.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.6% | +8.7% |
| 7D | +8.8% | +9.9% | -1.1% | +6.0% |
| 30D | +12.6% | +18.1% | -5.5% | +7.2% |
| 3M | +15.4% | +3.2% | +12.2% | +14.5% |
| 6M | +57.7% | +8.4% | +49.2% | +53.9% |
| YTD | +47.1% | -4.4% | +51.5% | +50.0% |
| 1Y | +40.7% | +3.2% | +37.4% | +43.2% |
| All | +40.7% | +4.4% | +36.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling