+266.6%
THC vs TDY
+44.8%
+221.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.5% |
| 7D | +4.1% | -1.8% | +5.9% | +4.8% |
| 30D | +3.5% | -13.8% | +17.3% | +9.8% |
| 3M | +61.7% | -3.9% | +65.6% | +63.6% |
| 6M | +11.8% | -9.0% | +20.8% | +15.6% |
| YTD | +35.4% | +16.5% | +18.9% | +23.3% |
| 1Y | +37.0% | +9.3% | +27.7% | +28.5% |
| All | +266.6% | +44.8% | +221.8% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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