+292.8%
THC vs TLN
+716.6%
-423.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -3.9% | +0.6% |
| 7D | +0.2% | +15.9% | -15.6% | -0.7% |
| 30D | +9.0% | -0.3% | +9.3% | +8.9% |
| 3M | +12.9% | +5.8% | +7.1% | +12.1% |
| 6M | +52.8% | -1.2% | +54.1% | +51.6% |
| YTD | +47.4% | +1.0% | +46.4% | +44.8% |
| 1Y | +47.7% | +1.1% | +46.6% | +44.9% |
| 3Y | +444.7% | +591.7% | -147.1% | +220.9% |
| All | +292.8% | +716.6% | -423.8% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling