+261.2%
THC vs TCOM
+13.4%
+247.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.7% | -9.5% | +8.9% | +0.6% |
| 30D | +1.3% | -10.7% | +12.0% | +2.7% |
| 3M | +64.2% | -14.6% | +78.9% | +67.2% |
| 6M | +8.3% | -19.3% | +27.6% | +11.0% |
| YTD | +33.4% | -42.9% | +76.3% | +42.4% |
| 1Y | +37.7% | -43.8% | +81.5% | +47.2% |
| All | +261.2% | +13.4% | +247.8% | +251.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling