+7,105.1%
TRV vs THC
+557.1%
+6,548.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.0% | +1.0% | +1.1% | +1.9% |
| 30D | +6.7% | +5.3% | +1.4% | +6.0% |
| 3M | +9.4% | +7.1% | +2.2% | +8.3% |
| 6M | +37.7% | +46.0% | -8.3% | +30.4% |
| YTD | +40.6% | +43.9% | -3.4% | +32.8% |
| 1Y | +42.4% | +45.4% | -3.0% | +34.2% |
| 3Y | +148.1% | +421.3% | -273.2% | +93.9% |
| 5Y | +181.7% | +261.5% | -79.8% | +123.6% |
| 10Y | +352.6% | +1,865.8% | -1,513.3% | +160.5% |
| All | +7,105.1% | +557.1% | +6,548.0% | +3,221.9% |
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