+139.8%
TRV vs THC
+253.4%
-113.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +0.5% | -2.6% | +3.0% | +0.7% |
| 30D | -4.9% | -1.2% | -3.7% | -4.8% |
| 3M | +23.7% | +58.9% | -35.2% | +18.2% |
| 6M | +20.3% | +9.3% | +11.0% | +18.9% |
| YTD | +27.1% | +30.4% | -3.3% | +23.2% |
| 1Y | +35.3% | +34.6% | +0.7% | +30.7% |
| 3Y | +139.8% | +246.7% | -106.8% | +117.1% |
| All | +139.8% | +253.4% | -113.6% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling