+0.6%
TRI vs THC
+258.8%
-258.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | +3.9% | +7.5% | -3.6% | +3.0% |
| 3M | +7.2% | +7.5% | -0.4% | +6.2% |
| 6M | +27.0% | +46.4% | -19.5% | +21.3% |
| YTD | -14.0% | +44.4% | -58.4% | -18.1% |
| 1Y | -17.7% | +43.4% | -61.1% | -21.6% |
| 3Y | -10.7% | +433.3% | -444.0% | -29.6% |
| 5Y | +0.6% | +262.5% | -261.9% | -18.0% |
| All | +0.6% | +258.8% | -258.2% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling