+284.6%
THC vs TLN
+733.8%
-449.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | +0.1% | +22.3% | -22.1% | -1.2% |
| 30D | +7.5% | +1.2% | +6.3% | +7.3% |
| 3M | +7.5% | +5.9% | +1.6% | +6.7% |
| 6M | +46.4% | +3.2% | +43.2% | +44.6% |
| YTD | +44.4% | +3.2% | +41.2% | +41.6% |
| 1Y | +43.4% | +5.2% | +38.2% | +40.2% |
| 3Y | +433.3% | +606.3% | -173.0% | +213.8% |
| All | +284.6% | +733.8% | -449.2% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling