+1,039.2%
THC vs TCOM
-12.7%
+1,051.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +4.8% |
| 7D | +4.1% | -10.2% | +14.3% | +7.1% |
| 30D | +3.5% | -16.8% | +20.3% | +8.7% |
| 3M | +61.7% | -16.7% | +78.4% | +69.0% |
| 6M | +11.8% | -27.1% | +38.9% | +21.2% |
| YTD | +35.4% | -45.5% | +80.9% | +57.7% |
| 1Y | +37.0% | -45.9% | +82.9% | +59.6% |
| 3Y | +260.1% | +9.8% | +250.3% | +219.5% |
| 5Y | +262.6% | +23.8% | +238.8% | +183.1% |
| 10Y | +1,039.2% | -10.8% | +1,050.0% | +773.2% |
| All | +1,039.2% | -12.7% | +1,051.9% | +773.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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