+1,329.5%
THC vs TAP
-49.3%
+1,378.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +1.2% |
| 7D | +3.7% | +0.5% | +3.2% | +3.1% |
| 30D | +9.0% | +9.1% | -0.1% | +3.7% |
| 3M | +10.4% | -3.8% | +14.2% | +11.7% |
| 6M | +45.7% | -3.4% | +49.1% | +46.8% |
| YTD | +42.6% | -10.6% | +53.2% | +48.4% |
| 1Y | +38.8% | -4.4% | +43.2% | +38.7% |
| 3Y | +418.8% | -24.4% | +443.2% | +467.7% |
| 5Y | +275.7% | +2.1% | +273.6% | +229.3% |
| All | +1,329.5% | -49.3% | +1,378.8% | +1,464.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling