+1,001.6%
THC vs TMF
-86.8%
+1,088.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -0.7% | -1.4% | +0.8% | -0.7% |
| 30D | +1.3% | -2.8% | +4.1% | +1.2% |
| 3M | +64.2% | -10.9% | +75.2% | +63.8% |
| 6M | +8.3% | -21.3% | +29.6% | +7.7% |
| YTD | +33.4% | -15.9% | +49.3% | +32.9% |
| 1Y | +37.7% | -15.7% | +53.4% | +37.2% |
| 3Y | +236.8% | -43.4% | +280.1% | +230.7% |
| 5Y | +249.3% | -87.8% | +337.0% | +175.4% |
| All | +1,001.6% | -86.8% | +1,088.4% | +1,065.5% |
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