+448.8%
THC vs TCOM
+31.7%
+417.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +7.5% | +7.4% | 0.0% | +6.5% |
| 30D | +9.6% | +13.2% | -3.7% | +7.9% |
| 3M | +10.3% | -4.6% | +14.8% | +10.8% |
| 6M | +51.8% | -16.4% | +68.2% | +54.6% |
| YTD | +45.4% | -38.8% | +84.2% | +53.2% |
| 1Y | +40.8% | -37.3% | +78.1% | +47.9% |
| 3Y | +448.8% | +31.4% | +417.4% | +448.4% |
| All | +448.8% | +31.7% | +417.1% | +448.4% |
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