+12.3%
TMO vs THC
+258.4%
-246.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | +4.0% | +5.3% | -1.3% | +3.1% |
| 3M | +17.6% | +7.1% | +10.5% | +16.1% |
| 6M | +57.3% | +46.0% | +11.2% | +46.6% |
| YTD | +21.2% | +43.9% | -22.8% | +12.5% |
| 1Y | +21.1% | +45.4% | -24.3% | +12.1% |
| 3Y | +58.8% | +421.3% | -362.5% | +10.2% |
| All | +12.3% | +258.4% | -246.1% | -18.7% |
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