-41.5%
TRI vs THC
+33.0%
-74.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -14.4% | 0.0% | -14.3% | -14.3% |
| 30D | -8.1% | +1.5% | -9.7% | -8.1% |
| 3M | +17.5% | +59.9% | -42.4% | +21.0% |
| 6M | -5.0% | +11.0% | -15.9% | -6.0% |
| YTD | -24.7% | +32.6% | -57.3% | -23.3% |
| 1Y | -41.5% | +37.4% | -78.9% | -40.1% |
| All | -41.5% | +33.0% | -74.5% | -40.1% |
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