+1,913.5%
THC vs TAP
-47.8%
+1,961.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.3% |
| 7D | +0.2% | -8.0% | +8.2% | +4.5% |
| 30D | +9.0% | +4.1% | +4.9% | +6.4% |
| 3M | +12.9% | -4.4% | +17.3% | +14.5% |
| 6M | +52.8% | -1.9% | +54.8% | +52.9% |
| YTD | +47.4% | -12.1% | +59.5% | +54.6% |
| 1Y | +47.7% | -12.0% | +59.8% | +54.4% |
| 3Y | +444.7% | -25.0% | +469.7% | +497.3% |
| 5Y | +269.3% | -1.1% | +270.3% | +231.0% |
| 10Y | +1,913.5% | -47.6% | +1,961.2% | +1,804.7% |
| All | +1,913.5% | -47.8% | +1,961.4% | +1,804.7% |
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