-43.8%
TOST vs THC
+292.7%
-336.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +11.6% | +5.9% | +5.7% | +9.6% |
| 30D | +16.2% | +10.8% | +5.4% | +12.5% |
| 3M | +1.0% | +9.4% | -8.4% | -2.0% |
| 6M | +23.2% | +53.3% | -30.1% | +6.8% |
| YTD | -1.0% | +44.2% | -45.1% | -14.1% |
| 1Y | -9.9% | +37.3% | -47.2% | -20.8% |
| 3Y | +101.0% | +421.6% | -320.6% | -3.0% |
| 5Y | -40.4% | +279.8% | -320.2% | -69.9% |
| All | -43.8% | +292.7% | -336.5% | -70.7% |
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