+153.9%
TRV vs THC
+248.0%
-94.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.0% |
| 6M | +20.3% | +9.3% | +11.0% | +18.8% |
| YTD | +27.1% | +30.4% | -3.3% | +23.1% |
| 1Y | +35.3% | +34.6% | +0.7% | +30.5% |
| 3Y | +139.8% | +246.7% | -106.8% | +108.7% |
| 5Y | +153.9% | +244.5% | -90.7% | +120.5% |
| All | +153.9% | +248.0% | -94.1% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling