+776.2%
THC vs TW
+211.2%
+565.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +3.9% | +3.9% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | +3.5% | -0.6% | +4.1% | +3.8% |
| 3M | +61.7% | +3.4% | +58.3% | +58.5% |
| 6M | +11.8% | -18.4% | +30.3% | +20.5% |
| YTD | +35.4% | -3.9% | +39.3% | +35.2% |
| 1Y | +37.0% | -13.3% | +50.3% | +42.6% |
| 3Y | +260.1% | +20.8% | +239.2% | +211.3% |
| 5Y | +262.6% | +20.3% | +242.3% | +206.0% |
| All | +776.2% | +211.2% | +565.0% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling