+255.1%
TPR vs THC
+255.2%
-0.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +14.2% | +3.7% | +10.5% | +13.0% |
| 30D | +17.1% | +9.0% | +8.0% | +14.3% |
| 3M | -17.7% | +10.4% | -28.1% | -20.1% |
| 6M | -10.2% | +45.7% | -55.8% | -19.5% |
| YTD | +4.9% | +42.6% | -37.7% | -6.1% |
| 1Y | +36.1% | +38.8% | -2.6% | +22.4% |
| 3Y | +416.5% | +418.8% | -2.4% | +189.5% |
| All | +255.1% | +255.2% | -0.1% | +123.4% |
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