+131.3%
TLT vs THC
+57.8%
+73.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | +3.7% | -3.6% | +0.2% |
| 30D | +6.2% | +9.0% | -2.9% | +6.5% |
| 3M | +0.1% | +10.4% | -10.3% | +0.4% |
| 6M | -3.0% | +45.7% | -48.6% | -1.5% |
| YTD | -2.7% | +42.6% | -45.3% | -1.3% |
| 1Y | -4.8% | +38.8% | -43.6% | -3.5% |
| 3Y | +6.9% | +418.8% | -411.9% | +14.6% |
| 5Y | -34.5% | +275.7% | -310.1% | -30.1% |
| 10Y | -17.3% | +1,496.2% | -1,513.5% | -1.0% |
| All | +131.3% | +57.8% | +73.6% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling