+43.1%
TSN vs THC
+423.7%
-380.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | +8.5% | +5.3% | +3.2% | +8.0% |
| 3M | +5.3% | +7.1% | -1.8% | +4.6% |
| 6M | -10.5% | +46.0% | -56.5% | -13.6% |
| YTD | +3.0% | +43.9% | -41.0% | -0.9% |
| 1Y | +12.1% | +45.4% | -33.3% | +7.7% |
| 3Y | +43.1% | +421.3% | -378.2% | +6.0% |
| All | +43.1% | +423.7% | -380.6% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling