+369.3%
THC vs TDY
+7,137.3%
-6,768.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -0.7% | -1.8% | +1.2% | -0.1% |
| 30D | +1.3% | -10.7% | +12.0% | +4.8% |
| 3M | +64.2% | -1.3% | +65.5% | +64.6% |
| 6M | +8.3% | -10.6% | +18.8% | +11.6% |
| YTD | +33.4% | +19.6% | +13.8% | +25.2% |
| 1Y | +37.7% | +11.6% | +26.0% | +31.8% |
| 3Y | +236.8% | +45.2% | +191.6% | +196.6% |
| 5Y | +249.3% | +36.1% | +213.2% | +214.7% |
| 10Y | +995.2% | +458.8% | +536.4% | +638.4% |
| All | +369.3% | +7,137.3% | -6,768.0% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling