+1,800.1%
THC vs TMF
-83.0%
+1,883.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.5% | +0.6% | +6.9% | +7.5% |
| 30D | +9.6% | +16.3% | -6.8% | +10.2% |
| 3M | +10.3% | -2.7% | +12.9% | +10.1% |
| 6M | +51.8% | -13.2% | +65.0% | +50.9% |
| YTD | +45.4% | -16.7% | +62.1% | +44.4% |
| 1Y | +40.8% | -22.7% | +63.5% | +39.3% |
| 3Y | +448.8% | -26.1% | +474.9% | +446.9% |
| 5Y | +263.4% | -88.4% | +351.8% | +164.1% |
| 10Y | +1,800.1% | -81.8% | +1,881.9% | +1,492.8% |
| All | +1,800.1% | -83.0% | +1,883.1% | +1,492.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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