+244.5%
THC vs TXG
-65.4%
+310.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -3.0% |
| 7D | -2.6% | +9.4% | -11.9% | -4.0% |
| 30D | -1.2% | +26.1% | -27.3% | -5.3% |
| 3M | +58.9% | +124.8% | -65.9% | +36.1% |
| 6M | +9.3% | +215.2% | -205.9% | -13.1% |
| YTD | +30.4% | +302.2% | -271.8% | -2.0% |
| 1Y | +34.6% | +370.9% | -336.3% | -3.4% |
| 3Y | +246.7% | +38.5% | +208.1% | +209.3% |
| 5Y | +244.5% | -64.4% | +308.9% | +240.4% |
| All | +244.5% | -65.4% | +310.0% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling