+1,055.3%
TSN vs THC
+550.9%
+504.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +4.6% | +3.7% | +0.9% | +4.1% |
| 30D | +15.4% | +9.0% | +6.4% | +14.1% |
| 3M | +2.9% | +10.4% | -7.5% | +1.5% |
| 6M | -10.8% | +45.7% | -56.5% | -15.4% |
| YTD | +4.5% | +42.6% | -38.1% | -1.2% |
| 1Y | +19.5% | +38.8% | -19.2% | +13.3% |
| 3Y | +42.2% | +418.8% | -376.6% | +11.3% |
| 5Y | -14.2% | +275.7% | -289.9% | -32.1% |
| 10Y | +15.4% | +1,496.2% | -1,480.9% | -31.9% |
| All | +1,055.3% | +550.9% | +504.4% | +445.9% |
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