-40.6%
TOST vs THC
+274.4%
-315.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +9.4% | +3.7% | +5.7% | +8.1% |
| 30D | +13.5% | +9.0% | +4.4% | +10.4% |
| 3M | -0.1% | +10.4% | -10.5% | -3.4% |
| 6M | +22.5% | +45.7% | -23.2% | +7.6% |
| YTD | -2.4% | +42.6% | -44.9% | -15.3% |
| 1Y | -4.7% | +38.8% | -43.5% | -16.9% |
| 3Y | +103.2% | +418.8% | -315.6% | -4.3% |
| All | -40.6% | +274.4% | -315.0% | -71.1% |
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