+224.7%
TRI vs THC
+1,813.2%
-1,588.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | +3.7% | +5.3% | -1.6% | +3.2% |
| 3M | +3.7% | +7.1% | -3.4% | +3.0% |
| 6M | +35.1% | +46.0% | -10.9% | +30.2% |
| YTD | -14.0% | +43.9% | -57.9% | -17.4% |
| 1Y | -19.0% | +45.4% | -64.4% | -22.3% |
| 3Y | -12.0% | +421.3% | -433.3% | -26.0% |
| 5Y | +0.6% | +261.5% | -260.8% | -14.3% |
| All | +224.7% | +1,813.2% | -1,588.5% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling