+416.4%
THC vs TRU
+247.0%
+169.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.2% |
| 7D | +8.8% | +4.4% | +4.4% | +6.4% |
| 30D | +10.0% | +25.2% | -15.2% | -3.5% |
| 3M | +11.7% | +3.8% | +7.9% | +7.9% |
| 6M | +52.5% | +14.3% | +38.2% | +38.2% |
| YTD | +46.1% | -3.9% | +50.0% | +41.6% |
| 1Y | +49.1% | +2.6% | +46.5% | +38.4% |
| 3Y | +439.6% | +58.3% | +381.4% | +237.6% |
| 5Y | +263.2% | -25.2% | +288.3% | +267.7% |
| 10Y | +1,900.5% | +185.5% | +1,714.9% | +668.4% |
| All | +416.4% | +247.0% | +169.4% | +83.0% |
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