+1,709.2%
TSM vs THC
+1,000.2%
+708.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +3.6% | +1.3% | +2.3% | +3.4% |
| 3M | -3.4% | +64.2% | -67.6% | -10.8% |
| 6M | +20.6% | +8.3% | +12.3% | +18.3% |
| YTD | +41.9% | +33.4% | +8.5% | +34.7% |
| 1Y | +84.4% | +37.7% | +46.7% | +73.7% |
| 3Y | +380.2% | +236.8% | +143.4% | +290.3% |
| 5Y | +275.3% | +249.3% | +26.1% | +195.7% |
| All | +1,709.2% | +1,000.2% | +708.9% | +1,092.7% |
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