+56.7%
TOST vs THC
+238.5%
-181.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.4% | -0.7% | -2.8% | -3.3% |
| 30D | -2.4% | +1.3% | -3.7% | -2.7% |
| 3M | +34.6% | +64.2% | -29.6% | +21.4% |
| 6M | +15.2% | +8.3% | +6.9% | +12.7% |
| YTD | -4.4% | +33.4% | -37.8% | -11.1% |
| 1Y | -17.4% | +37.7% | -55.1% | -24.3% |
| All | +56.7% | +238.5% | -181.8% | -17.8% |
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