+244.5%
THC vs TW
+22.4%
+222.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -1.2% |
| 7D | -2.6% | -3.5% | +0.9% | -1.4% |
| 30D | -1.2% | +0.5% | -1.7% | -1.3% |
| 3M | +58.9% | +4.9% | +54.0% | +55.6% |
| 6M | +9.3% | -17.1% | +26.4% | +15.8% |
| YTD | +30.4% | -3.9% | +34.2% | +30.3% |
| 1Y | +34.6% | -13.3% | +47.8% | +39.6% |
| 3Y | +246.7% | +20.9% | +225.8% | +202.6% |
| 5Y | +244.5% | +20.5% | +224.0% | +198.7% |
| All | +244.5% | +22.4% | +222.1% | +198.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling