+947.0%
THC vs TXG
+24.6%
+922.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.4% |
| 7D | +4.1% | +9.1% | -5.1% | +2.6% |
| 30D | +3.5% | +14.9% | -11.4% | +0.9% |
| 3M | +61.7% | +120.0% | -58.2% | +39.3% |
| 6M | +11.8% | +221.8% | -210.0% | -11.1% |
| YTD | +35.4% | +312.6% | -277.2% | +1.9% |
| 1Y | +37.0% | +398.4% | -361.4% | -2.0% |
| 3Y | +260.1% | +42.1% | +218.0% | +212.6% |
| 5Y | +262.6% | -63.5% | +326.0% | +265.6% |
| All | +947.0% | +24.6% | +922.4% | +641.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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