-42.8%
TOST vs THC
+262.3%
-305.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | +4.0% | +7.5% | -3.4% | +1.7% |
| 30D | +11.1% | +9.6% | +1.5% | +7.8% |
| 3M | +0.8% | +10.3% | -9.4% | -2.4% |
| 6M | +38.8% | +51.8% | -13.0% | +20.3% |
| YTD | -2.1% | +45.4% | -47.5% | -15.5% |
| 1Y | -6.0% | +40.8% | -46.8% | -18.4% |
| 3Y | +149.8% | +448.8% | -299.0% | +15.1% |
| 5Y | -42.8% | +263.4% | -306.2% | -71.1% |
| All | -42.8% | +262.3% | -305.1% | -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