+244.5%
THC vs TCOM
+26.3%
+218.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -2.6% | -7.6% | +5.1% | -1.3% |
| 30D | -1.2% | -12.2% | +11.1% | +0.8% |
| 3M | +58.9% | -14.2% | +73.1% | +62.3% |
| 6M | +9.3% | -25.0% | +34.3% | +14.1% |
| YTD | +30.4% | -43.7% | +74.0% | +41.7% |
| 1Y | +34.6% | -44.5% | +79.1% | +46.6% |
| 3Y | +246.7% | +13.4% | +233.2% | +225.0% |
| 5Y | +244.5% | +26.5% | +218.1% | +210.2% |
| All | +244.5% | +26.3% | +218.2% | +210.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling