+133.5%
TT vs THC
+258.8%
-125.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +8.1% | +0.1% | +7.9% | +8.0% |
| 30D | -11.3% | +7.5% | -18.8% | -12.6% |
| 3M | -11.2% | +7.5% | -18.7% | -12.6% |
| 6M | -8.9% | +46.4% | -55.4% | -16.1% |
| YTD | +9.7% | +44.4% | -34.6% | +0.7% |
| 1Y | +1.3% | +43.4% | -42.2% | -7.1% |
| 3Y | +93.4% | +433.3% | -339.9% | +29.5% |
| 5Y | +133.5% | +262.5% | -129.0% | +64.2% |
| All | +133.5% | +258.8% | -125.2% | +64.2% |
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