+131.2%
TLT vs THC
+47.6%
+83.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -0.4% | -0.7% | +0.2% | -0.4% |
| 30D | -0.6% | +1.3% | -1.8% | -0.5% |
| 3M | -2.7% | +64.2% | -67.0% | -0.9% |
| 6M | -5.6% | +8.3% | -13.9% | -5.2% |
| YTD | -2.8% | +33.4% | -36.2% | -1.6% |
| 1Y | -1.4% | +37.7% | -39.1% | 0.0% |
| 3Y | -1.6% | +236.8% | -238.4% | +3.7% |
| 5Y | -33.8% | +249.3% | -283.1% | -29.6% |
| 10Y | -21.1% | +995.2% | -1,016.4% | -7.3% |
| All | +131.2% | +47.6% | +83.6% | +190.8% |
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