+590.6%
TRI vs THC
+41.0%
+549.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +7.2% | +7.5% | -0.4% | +6.3% |
| 6M | +27.0% | +46.4% | -19.5% | +21.9% |
| YTD | -14.0% | +44.4% | -58.4% | -17.8% |
| 1Y | -17.7% | +43.4% | -61.1% | -21.3% |
| 3Y | -10.7% | +433.3% | -444.0% | -26.2% |
| 5Y | +0.6% | +262.5% | -261.9% | -15.5% |
| 10Y | +225.3% | +1,871.5% | -1,646.3% | +110.1% |
| All | +590.6% | +41.0% | +549.6% | +341.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling