+246.7%
THC vs TRU
-1.9%
+248.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.6% |
| 7D | -2.6% | -7.2% | +4.6% | -0.8% |
| 30D | -1.2% | -2.8% | +1.6% | -0.6% |
| 3M | +58.9% | +13.0% | +45.9% | +54.4% |
| 6M | +9.3% | +0.7% | +8.7% | +8.5% |
| YTD | +30.4% | -9.0% | +39.4% | +32.0% |
| 1Y | +34.6% | -16.3% | +50.9% | +39.1% |
| 3Y | +246.7% | -1.1% | +247.7% | +244.2% |
| All | +246.7% | -1.9% | +248.5% | +244.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling