+90.2%
TT vs THC
+413.3%
-323.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -2.0% | +3.7% | -5.7% | -2.6% |
| 30D | -14.0% | +9.0% | -23.1% | -15.3% |
| 3M | -15.9% | +10.4% | -26.3% | -17.4% |
| 6M | -17.3% | +45.7% | -63.0% | -23.0% |
| YTD | +4.0% | +42.6% | -38.6% | -3.3% |
| 1Y | -7.1% | +38.8% | -45.9% | -13.3% |
| 3Y | +90.2% | +418.8% | -328.6% | +28.9% |
| All | +90.2% | +413.3% | -323.0% | +28.9% |
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 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