+47.7%
THC vs TRU
+2.0%
+45.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.2% | 0.0% | +0.3% | +0.2% |
| 30D | +9.0% | +24.3% | -15.2% | +5.6% |
| 3M | +12.9% | +2.3% | +10.6% | +12.0% |
| 6M | +52.8% | +17.7% | +35.2% | +50.9% |
| YTD | +47.4% | -3.8% | +51.2% | +46.0% |
| 1Y | +47.7% | -0.3% | +48.0% | +45.9% |
| All | +47.7% | +2.0% | +45.7% | +45.9% |
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