+421.2%
THC vs TRU
+247.4%
+173.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | +12.9% | +2.3% | +10.6% | +10.0% |
| 6M | +52.8% | +17.7% | +35.2% | +36.3% |
| YTD | +47.4% | -3.8% | +51.2% | +42.8% |
| 1Y | +47.7% | -0.3% | +48.0% | +39.6% |
| 3Y | +444.7% | +58.4% | +386.2% | +240.6% |
| 5Y | +269.3% | -24.0% | +293.3% | +269.4% |
| 10Y | +1,913.5% | +187.9% | +1,725.6% | +668.3% |
| All | +421.2% | +247.4% | +173.8% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling