+254.0%
THC vs TRMB
-37.2%
+291.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -0.7% | -2.5% | +1.9% | +0.5% |
| 30D | +1.3% | +1.5% | -0.3% | +0.4% |
| 3M | +64.2% | +6.8% | +57.5% | +59.0% |
| 6M | +8.3% | -14.9% | +23.2% | +15.2% |
| YTD | +33.4% | -24.1% | +57.5% | +48.6% |
| 1Y | +37.7% | -25.4% | +63.1% | +54.0% |
| 3Y | +236.8% | +8.0% | +228.8% | +195.2% |
| All | +254.0% | -37.2% | +291.2% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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