+845.2%
THC vs TW
+291.9%
+553.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | 0.0% |
| 7D | +8.8% | +3.1% | +5.7% | +7.5% |
| 30D | +10.0% | +16.7% | -6.7% | +3.3% |
| 3M | +11.7% | +25.2% | -13.5% | +1.7% |
| 6M | +52.5% | +19.5% | +33.0% | +40.6% |
| YTD | +46.1% | +21.0% | +25.1% | +32.6% |
| 1Y | +49.1% | +19.0% | +30.1% | +36.2% |
| 3Y | +439.6% | +40.7% | +398.9% | +341.3% |
| 5Y | +263.2% | +40.1% | +223.0% | +189.5% |
| All | +845.2% | +291.9% | +553.3% | +305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling