-38.4%
TRI vs THC
+40.9%
-79.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +7.9% | +1.3% | +6.6% | +7.8% |
| 3M | +24.1% | +64.2% | -40.2% | +27.8% |
| 6M | +3.8% | +8.3% | -4.4% | +2.3% |
| YTD | -16.9% | +33.4% | -50.2% | -15.5% |
| 1Y | -38.4% | +37.7% | -76.1% | -37.6% |
| All | -38.4% | +40.9% | -79.3% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling