+1,502.2%
TSM vs THC
+1,325.8%
+176.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.2% |
| 7D | -2.5% | +7.5% | -10.0% | -3.6% |
| 30D | -14.3% | +9.6% | -23.8% | -15.5% |
| 3M | -7.2% | +10.3% | -17.5% | -8.7% |
| 6M | -5.1% | +51.8% | -56.9% | -11.6% |
| YTD | +28.9% | +45.4% | -16.5% | +20.6% |
| 1Y | +37.1% | +40.8% | -3.7% | +28.7% |
| 3Y | +341.5% | +448.8% | -107.3% | +234.2% |
| 5Y | +245.7% | +263.4% | -17.7% | +169.7% |
| 10Y | +1,502.2% | +1,800.1% | -297.8% | +919.3% |
| All | +1,502.2% | +1,325.8% | +176.5% | +919.3% |
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