+418.8%
THC vs TMF
-25.3%
+444.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +3.7% | +1.2% | +2.5% | +3.5% |
| 30D | +9.0% | +19.7% | -10.7% | +6.3% |
| 3M | +10.4% | -2.1% | +12.5% | +10.5% |
| 6M | +45.7% | -13.4% | +59.1% | +48.2% |
| YTD | +42.6% | -16.7% | +59.3% | +45.7% |
| 1Y | +38.8% | -23.3% | +62.1% | +43.3% |
| 3Y | +418.8% | -24.8% | +443.6% | +428.1% |
| All | +418.8% | -25.3% | +444.1% | +428.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling