+244.5%
THC vs TRU
-35.2%
+279.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.2% |
| 7D | -2.6% | -7.2% | +4.6% | +0.1% |
| 30D | -1.2% | -2.8% | +1.6% | -0.4% |
| 3M | +58.9% | +13.0% | +45.9% | +51.7% |
| 6M | +9.3% | +0.7% | +8.7% | +7.8% |
| YTD | +30.4% | -9.0% | +39.4% | +32.1% |
| 1Y | +34.6% | -16.3% | +50.9% | +40.2% |
| 3Y | +246.7% | -1.1% | +247.7% | +219.2% |
| 5Y | +244.5% | -36.0% | +280.5% | +311.5% |
| All | +244.5% | -35.2% | +279.8% | +311.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling