+418.8%
THC vs TLN
+538.9%
-120.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.5% |
| 7D | +3.7% | -1.3% | +5.0% | +3.6% |
| 30D | +9.0% | -10.5% | +19.5% | +9.6% |
| 3M | +10.4% | +0.1% | +10.3% | +9.8% |
| 6M | +45.7% | -17.4% | +63.1% | +46.8% |
| YTD | +42.6% | -9.7% | +52.2% | +41.1% |
| 1Y | +38.8% | -12.3% | +51.0% | +37.7% |
| 3Y | +418.8% | +528.3% | -109.5% | +214.7% |
| All | +418.8% | +538.9% | -120.1% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling