+1,410.4%
TSM vs THC
+1,421.6%
-11.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.5% |
| 7D | -7.6% | +3.7% | -11.2% | -8.1% |
| 30D | -20.5% | +9.0% | -29.5% | -21.6% |
| 3M | -10.0% | +10.4% | -20.4% | -11.5% |
| 6M | -10.1% | +45.7% | -55.7% | -15.7% |
| YTD | +24.5% | +42.6% | -18.1% | +16.9% |
| 1Y | +31.2% | +38.8% | -7.6% | +23.4% |
| 3Y | +322.0% | +418.8% | -96.8% | +222.5% |
| 5Y | +245.3% | +275.7% | -30.4% | +168.9% |
| All | +1,410.4% | +1,421.6% | -11.3% | +849.1% |
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 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