+298.8%
TMUS vs THC
+924.4%
-625.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +8.2% | +0.2% | +7.9% | +8.1% |
| 30D | +13.4% | +9.0% | +4.4% | +11.9% |
| 3M | -3.0% | +12.9% | -16.0% | -5.0% |
| 6M | -8.8% | +52.8% | -61.6% | -15.0% |
| YTD | -13.8% | +47.4% | -61.3% | -19.6% |
| 1Y | -17.1% | +47.7% | -64.8% | -22.8% |
| 3Y | +22.7% | +444.7% | -422.0% | -8.8% |
| 5Y | +52.8% | +269.3% | -216.4% | +16.6% |
| 10Y | +244.6% | +1,913.5% | -1,668.9% | +69.9% |
| All | +298.8% | +924.4% | -625.6% | +92.7% |
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 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