+972.3%
THC vs TRU
+144.8%
+827.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | 0.0% | -9.4% | +9.4% | +5.3% |
| 30D | +1.5% | -4.1% | +5.7% | +3.5% |
| 3M | +59.9% | +13.6% | +46.3% | +48.4% |
| 6M | +11.0% | +3.6% | +7.4% | +6.5% |
| YTD | +32.6% | -9.8% | +42.4% | +34.5% |
| 1Y | +37.4% | -13.6% | +51.0% | +40.9% |
| 3Y | +252.5% | -2.0% | +254.5% | +200.0% |
| 5Y | +262.3% | -35.8% | +298.2% | +316.0% |
| All | +972.3% | +144.8% | +827.5% | +445.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling