+461.1%
THC vs TRMB
+3,381.2%
-2,920.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -0.7% | -2.5% | +1.9% | -0.2% |
| 30D | +1.3% | +1.5% | -0.3% | +0.9% |
| 3M | +64.2% | +6.8% | +57.5% | +62.2% |
| 6M | +8.3% | -14.9% | +23.2% | +11.5% |
| YTD | +33.4% | -24.1% | +57.5% | +39.9% |
| 1Y | +37.7% | -25.4% | +63.1% | +44.7% |
| 3Y | +236.8% | +8.0% | +228.8% | +226.1% |
| 5Y | +249.3% | -37.3% | +286.6% | +273.6% |
| 10Y | +995.2% | +116.8% | +878.4% | +864.1% |
| All | +461.1% | +3,381.2% | -2,920.1% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling