+8,241.0%
TMO vs THC
+508.9%
+7,732.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +6.2% | +1.3% | +5.0% | +6.0% |
| 3M | +27.5% | +64.2% | -36.8% | +19.3% |
| 6M | +20.0% | +8.3% | +11.7% | +18.1% |
| YTD | +6.1% | +33.4% | -27.2% | +1.4% |
| 1Y | +25.8% | +37.7% | -11.8% | +19.4% |
| 3Y | +11.2% | +236.8% | -225.6% | -7.4% |
| 5Y | +9.6% | +249.3% | -239.7% | -11.4% |
| 10Y | +317.8% | +995.2% | -677.5% | +157.3% |
| All | +8,241.0% | +508.9% | +7,732.1% | +4,194.6% |
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