+258.4%
TPR vs THC
+287.8%
-29.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +7.6% |
| 7D | +13.9% | +5.9% | +8.0% | +12.1% |
| 30D | +14.9% | +10.8% | +4.1% | +11.7% |
| 3M | -15.4% | +9.4% | -24.8% | -17.6% |
| 6M | -4.5% | +53.3% | -57.7% | -15.5% |
| YTD | +6.0% | +44.2% | -38.2% | -5.3% |
| 1Y | +24.3% | +37.3% | -13.0% | +12.2% |
| 3Y | +412.8% | +421.6% | -8.8% | +188.0% |
| 5Y | +258.4% | +279.8% | -21.4% | +115.9% |
| All | +258.4% | +287.8% | -29.3% | +115.9% |
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