+741.5%
TT vs THC
+1,879.5%
-1,138.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | -11.0% | +9.0% | -20.0% | -12.5% |
| 3M | -12.0% | +12.9% | -24.9% | -14.1% |
| 6M | -10.4% | +52.8% | -63.3% | -17.6% |
| YTD | +9.9% | +47.4% | -37.5% | +1.2% |
| 1Y | +1.5% | +47.7% | -46.3% | -6.8% |
| 3Y | +93.7% | +444.7% | -350.9% | +37.8% |
| 5Y | +139.2% | +269.3% | -130.0% | +75.8% |
| 10Y | +741.5% | +1,913.5% | -1,172.1% | +370.9% |
| All | +741.5% | +1,879.5% | -1,138.0% | +370.9% |
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 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