+734.7%
TT vs THC
+1,758.3%
-1,023.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +0.8% | +8.8% | -8.0% | -0.7% |
| 30D | -11.8% | +10.0% | -21.8% | -13.4% |
| 3M | -11.6% | +11.7% | -23.2% | -13.5% |
| 6M | -9.3% | +52.5% | -61.8% | -16.6% |
| YTD | +8.9% | +46.1% | -37.2% | +0.4% |
| 1Y | -2.2% | +49.1% | -51.3% | -10.4% |
| 3Y | +91.9% | +439.6% | -347.8% | +36.7% |
| 5Y | +136.0% | +263.2% | -127.2% | +73.9% |
| 10Y | +734.7% | +1,900.5% | -1,165.8% | +368.1% |
| All | +734.7% | +1,758.3% | -1,023.6% | +368.1% |
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