+568.1%
TRI vs THC
+30.3%
+537.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +7.9% | +1.3% | +6.6% | +7.7% |
| 3M | +24.1% | +64.2% | -40.2% | +17.9% |
| 6M | +3.8% | +8.3% | -4.4% | +2.6% |
| YTD | -16.9% | +33.4% | -50.2% | -19.8% |
| 1Y | -38.4% | +37.7% | -76.1% | -40.9% |
| 3Y | -12.2% | +236.8% | -249.0% | -24.1% |
| 5Y | -1.8% | +249.3% | -251.0% | -17.3% |
| 10Y | +207.6% | +995.2% | -787.6% | +109.9% |
| All | +568.1% | +30.3% | +537.8% | +331.0% |
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 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