+12.4%
TSN vs THC
+1,818.8%
-1,806.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -1.4% | +0.1% | -1.6% | -1.4% |
| 30D | +10.2% | +7.5% | +2.7% | +9.0% |
| 3M | +7.2% | +7.5% | -0.3% | +5.9% |
| 6M | -10.6% | +46.4% | -57.0% | -15.9% |
| YTD | +3.7% | +44.4% | -40.6% | -2.9% |
| 1Y | +13.5% | +43.4% | -30.0% | +6.3% |
| 3Y | +40.1% | +433.3% | -393.2% | +4.4% |
| 5Y | -14.5% | +262.5% | -277.0% | -34.7% |
| All | +12.4% | +1,818.8% | -1,806.4% | -39.1% |
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