+127.9%
TT vs THC
+274.4%
-146.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | -2.0% | +3.7% | -5.7% | -2.8% |
| 30D | -14.0% | +9.0% | -23.1% | -15.6% |
| 3M | -15.9% | +10.4% | -26.3% | -17.7% |
| 6M | -17.3% | +45.7% | -63.0% | -23.8% |
| YTD | +4.0% | +42.6% | -38.6% | -4.4% |
| 1Y | -7.1% | +38.8% | -45.9% | -14.3% |
| 3Y | +90.2% | +418.8% | -328.6% | +28.2% |
| All | +127.9% | +274.4% | -146.5% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling