+36.1%
TPR vs THC
+35.6%
+0.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +14.2% | +3.7% | +10.5% | +13.3% |
| 30D | +17.1% | +9.0% | +8.0% | +15.1% |
| 3M | -17.7% | +10.4% | -28.1% | -19.3% |
| 6M | -10.2% | +45.7% | -55.8% | -17.0% |
| YTD | +4.9% | +42.6% | -37.7% | -2.0% |
| 1Y | +36.1% | +38.8% | -2.6% | +27.2% |
| All | +36.1% | +35.6% | +0.5% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling