+240.4%
TPR vs THC
+250.3%
-9.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -23.0% | +1.3% | -24.2% | -23.3% |
| 3M | -12.5% | +64.2% | -76.7% | -23.6% |
| 6M | -21.4% | +8.3% | -29.7% | -23.8% |
| YTD | -3.5% | +33.4% | -36.9% | -11.9% |
| 1Y | +17.4% | +37.7% | -20.3% | +5.7% |
| 3Y | +291.3% | +236.8% | +54.5% | +153.0% |
| All | +240.4% | +250.3% | -9.9% | +109.2% |
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 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