+7,716.4%
TPR vs THC
+158.2%
+7,558.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 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% | -22.3% |
| 6M | -21.4% | +8.3% | -29.7% | -23.5% |
| YTD | -3.5% | +33.4% | -36.9% | -10.8% |
| 1Y | +17.4% | +37.7% | -20.3% | +7.2% |
| 3Y | +291.3% | +236.8% | +54.5% | +180.9% |
| 5Y | +241.9% | +249.3% | -7.3% | +135.1% |
| 10Y | +322.7% | +995.2% | -672.6% | +96.4% |
| All | +7,716.4% | +158.2% | +7,558.3% | +2,717.5% |
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