+256.5%
THC vs TMF
-88.6%
+345.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +1.0% | -9.3% | +10.2% | +2.2% |
| 30D | +5.3% | +1.9% | +3.4% | +5.0% |
| 3M | +7.1% | -11.2% | +18.3% | +8.6% |
| 6M | +46.0% | -17.7% | +63.7% | +49.4% |
| YTD | +43.9% | -24.5% | +68.4% | +48.6% |
| 1Y | +45.4% | -29.4% | +74.9% | +51.5% |
| 3Y | +421.3% | -33.4% | +454.7% | +435.4% |
| All | +256.5% | -88.6% | +345.1% | +254.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling