-20.7%
TLT vs THC
+952.2%
-972.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | 0.0% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | -1.7% | +58.9% | -60.7% | -1.4% |
| 6M | -4.9% | +9.3% | -14.2% | -4.8% |
| YTD | -2.8% | +30.4% | -33.2% | -2.6% |
| 1Y | -4.2% | +34.6% | -38.8% | -4.0% |
| 3Y | -1.1% | +246.7% | -247.8% | +0.2% |
| 5Y | -33.7% | +244.5% | -278.3% | -32.8% |
| 10Y | -20.7% | +950.1% | -970.8% | -15.1% |
| All | -20.7% | +952.2% | -972.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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