+255.4%
THC vs TLN
+583.6%
-328.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.3% |
| 7D | -0.7% | +7.1% | -7.7% | -1.2% |
| 30D | +1.3% | -3.9% | +5.2% | +1.5% |
| 3M | +64.2% | -16.2% | +80.4% | +65.6% |
| 6M | +8.3% | -5.8% | +14.1% | +7.1% |
| YTD | +33.4% | -15.4% | +48.8% | +33.2% |
| 1Y | +37.7% | -16.7% | +54.3% | +37.2% |
| 3Y | +236.8% | +473.8% | -237.0% | +102.5% |
| All | +255.4% | +583.6% | -328.2% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling