+1,913.5%
THC vs TRU
+186.2%
+1,727.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.2% | 0.0% | +0.3% | +0.2% |
| 30D | +9.0% | +24.3% | -15.2% | -3.4% |
| 3M | +12.9% | +2.3% | +10.6% | +10.2% |
| 6M | +52.8% | +17.7% | +35.2% | +37.2% |
| YTD | +47.4% | -3.8% | +51.2% | +43.3% |
| 1Y | +47.7% | -0.3% | +48.0% | +40.2% |
| 3Y | +444.7% | +58.4% | +386.2% | +247.3% |
| 5Y | +269.3% | -24.0% | +293.3% | +274.8% |
| 10Y | +1,913.5% | +187.9% | +1,725.6% | +1,187.3% |
| All | +1,913.5% | +186.2% | +1,727.3% | +1,187.3% |
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 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