+499.2%
THC vs TAP
+825.0%
-325.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.7% | -2.3% | +1.7% | 0.0% |
| 30D | +1.3% | -2.1% | +3.4% | +1.8% |
| 3M | +64.2% | +6.6% | +57.6% | +61.2% |
| 6M | +8.3% | -11.5% | +19.8% | +11.8% |
| YTD | +33.4% | -10.3% | +43.6% | +36.9% |
| 1Y | +37.7% | -14.4% | +52.1% | +42.8% |
| 3Y | +236.8% | -28.3% | +265.1% | +262.5% |
| 5Y | +249.3% | +1.7% | +247.5% | +237.3% |
| 10Y | +995.2% | -49.2% | +1,044.5% | +1,134.4% |
| All | +499.2% | +825.0% | -325.8% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling