+895.4%
TSN vs THC
+508.9%
+386.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -6.3% | -0.7% | -5.7% | -6.3% |
| 30D | -10.8% | +1.3% | -12.1% | -11.0% |
| 3M | -8.8% | +64.2% | -73.0% | -14.7% |
| 6M | -16.8% | +8.3% | -25.1% | -18.2% |
| YTD | -10.0% | +33.4% | -43.4% | -14.1% |
| 1Y | -5.3% | +37.7% | -42.9% | -10.1% |
| 3Y | +8.5% | +236.8% | -228.3% | -10.3% |
| 5Y | -22.9% | +249.3% | -272.2% | -38.5% |
| 10Y | -12.6% | +995.2% | -1,007.9% | -46.1% |
| All | +895.4% | +508.9% | +386.5% | +374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling