+292.5%
TRV vs THC
+1,021.1%
-728.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -2.1% | +1.5% | -3.7% | -2.4% |
| 3M | +21.2% | +59.9% | -38.7% | +13.3% |
| 6M | +22.0% | +11.0% | +11.1% | +19.6% |
| YTD | +27.7% | +32.6% | -4.9% | +21.8% |
| 1Y | +36.6% | +37.4% | -0.8% | +29.3% |
| 3Y | +141.1% | +252.5% | -111.5% | +96.0% |
| 5Y | +157.6% | +262.3% | -104.7% | +101.8% |
| All | +292.5% | +1,021.1% | -728.6% | +150.2% |
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