+18.3%
TMO vs THC
+250.7%
-232.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -0.3% | +1.5% | -1.8% | -0.5% |
| 3M | +25.3% | +59.9% | -34.6% | +17.2% |
| 6M | +20.9% | +11.0% | +9.9% | +18.8% |
| YTD | +4.3% | +32.6% | -28.3% | -0.3% |
| 1Y | +27.0% | +37.4% | -10.3% | +20.2% |
| All | +18.3% | +250.7% | -232.5% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling