+37.7%
THC vs TRU
-7.3%
+45.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +1.2% |
| 7D | -0.7% | -6.8% | +6.1% | +0.1% |
| 30D | +1.3% | 0.0% | +1.2% | +1.2% |
| 3M | +64.2% | +13.3% | +51.0% | +63.1% |
| 6M | +8.3% | +3.4% | +4.8% | +7.2% |
| YTD | +33.4% | -6.4% | +39.8% | +33.5% |
| 1Y | +37.7% | -9.7% | +47.4% | +38.3% |
| All | +37.7% | -7.3% | +45.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling