-33.3%
TLT vs THC
+250.3%
-283.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -0.4% | -0.7% | +0.2% | -0.4% |
| 30D | -0.6% | +1.3% | -1.8% | -0.6% |
| 3M | -2.7% | +64.2% | -67.0% | -5.0% |
| 6M | -5.6% | +8.3% | -13.9% | -6.1% |
| YTD | -2.8% | +33.4% | -36.2% | -4.3% |
| 1Y | -1.4% | +37.7% | -39.1% | -3.2% |
| 3Y | -1.6% | +236.8% | -238.4% | -8.8% |
| All | -33.3% | +250.3% | -283.6% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling