+186.2%
TRI vs THC
+1,021.1%
-835.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -14.4% | 0.0% | -14.3% | -14.4% |
| 30D | -8.1% | +1.5% | -9.7% | -8.3% |
| 3M | +17.5% | +59.9% | -42.4% | +12.7% |
| 6M | -5.0% | +11.0% | -15.9% | -6.2% |
| YTD | -24.7% | +32.6% | -57.3% | -27.0% |
| 1Y | -41.5% | +37.4% | -78.9% | -43.6% |
| 3Y | -20.3% | +252.5% | -272.9% | -30.3% |
| 5Y | -10.9% | +262.3% | -273.3% | -23.7% |
| All | +186.2% | +1,021.1% | -835.0% | +115.8% |
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