+1,644.1%
THC vs TAP
-46.0%
+1,690.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.9% |
| 7D | +1.0% | +1.3% | -0.3% | +0.3% |
| 30D | +5.3% | +5.7% | -0.4% | +1.9% |
| 3M | +7.1% | -1.9% | +9.0% | +7.2% |
| 6M | +46.0% | +0.9% | +45.1% | +43.9% |
| YTD | +43.9% | -9.5% | +53.4% | +48.7% |
| 1Y | +45.4% | -9.0% | +54.4% | +49.4% |
| 3Y | +421.3% | -22.2% | +443.5% | +460.9% |
| 5Y | +261.5% | +1.2% | +260.2% | +219.9% |
| All | +1,644.1% | -46.0% | +1,690.1% | +1,601.8% |
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