+328.6%
TMO vs THC
+1,022.1%
-693.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | +28.3% | +52.3% | -23.9% | +22.7% |
| 6M | +23.3% | +12.4% | +10.9% | +21.3% |
| YTD | +5.5% | +32.7% | -27.2% | +1.8% |
| 1Y | +24.5% | +36.4% | -11.8% | +19.7% |
| 3Y | +19.6% | +259.3% | -239.7% | +3.0% |
| 5Y | +8.1% | +262.7% | -254.5% | -8.7% |
| All | +328.6% | +1,022.1% | -693.5% | +221.3% |
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