+1,644.1%
THC vs TCOM
+5.9%
+1,638.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | +1.0% | -1.8% | +2.7% | +1.4% |
| 30D | +5.3% | +12.1% | -6.8% | +2.1% |
| 3M | +7.1% | -3.2% | +10.3% | +7.7% |
| 6M | +46.0% | -16.6% | +62.7% | +52.3% |
| YTD | +43.9% | -39.4% | +83.3% | +62.1% |
| 1Y | +45.4% | -41.5% | +87.0% | +65.4% |
| 3Y | +421.3% | +24.4% | +396.9% | +348.9% |
| 5Y | +261.5% | +41.6% | +219.9% | +175.0% |
| All | +1,644.1% | +5.9% | +1,638.2% | +1,134.3% |
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