+398.2%
THC vs TCOM
+2,870.5%
-2,472.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +0.2% | +2.2% | -1.9% | -0.3% |
| 30D | +9.0% | +12.5% | -3.5% | +6.0% |
| 3M | +12.9% | -5.6% | +18.5% | +14.1% |
| 6M | +52.8% | -16.5% | +69.3% | +58.4% |
| YTD | +47.4% | -39.4% | +86.8% | +63.4% |
| 1Y | +47.7% | -41.0% | +88.7% | +64.7% |
| 3Y | +444.7% | +29.2% | +415.4% | +382.6% |
| 5Y | +269.3% | +41.6% | +227.6% | +198.2% |
| 10Y | +1,913.5% | +6.6% | +1,906.9% | +1,557.5% |
| All | +398.2% | +2,870.5% | -2,472.2% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling