+8,398.6%
TPR vs THC
+176.0%
+8,222.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +14.2% | +3.7% | +10.5% | +13.1% |
| 30D | +17.1% | +9.0% | +8.0% | +14.7% |
| 3M | -17.7% | +10.4% | -28.1% | -19.8% |
| 6M | -10.2% | +45.7% | -55.8% | -18.4% |
| YTD | +4.9% | +42.6% | -37.7% | -4.7% |
| 1Y | +36.1% | +38.8% | -2.6% | +24.0% |
| 3Y | +416.5% | +418.8% | -2.4% | +235.8% |
| 5Y | +254.8% | +275.7% | -20.9% | +139.9% |
| 10Y | +391.7% | +1,496.2% | -1,104.5% | +111.8% |
| All | +8,398.6% | +176.0% | +8,222.7% | +2,910.5% |
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