+344.9%
TRV vs THC
+1,818.8%
-1,473.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +8.0% | +7.5% | +0.5% | +6.9% |
| 3M | +9.3% | +7.5% | +1.8% | +8.1% |
| 6M | +36.2% | +46.4% | -10.2% | +28.5% |
| YTD | +40.6% | +44.4% | -3.8% | +32.2% |
| 1Y | +43.1% | +43.4% | -0.4% | +34.5% |
| 3Y | +149.6% | +433.3% | -283.7% | +90.4% |
| 5Y | +181.6% | +262.5% | -80.9% | +119.7% |
| All | +344.9% | +1,818.8% | -1,473.9% | +174.4% |
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