+13,847.2%
TT vs THC
+558.0%
+13,289.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.1% |
| 7D | -9.0% | +5.9% | -14.8% | -9.9% |
| 30D | -17.6% | +10.8% | -28.5% | -19.2% |
| 3M | -18.7% | +9.4% | -28.1% | -20.1% |
| 6M | -17.4% | +53.3% | -70.7% | -23.9% |
| YTD | +1.5% | +44.2% | -42.6% | -5.9% |
| 1Y | -9.4% | +37.3% | -46.7% | -15.5% |
| 3Y | +85.1% | +421.6% | -336.5% | +35.0% |
| 5Y | +125.7% | +279.8% | -154.1% | +67.9% |
| 10Y | +757.3% | +1,513.9% | -756.5% | +336.2% |
| All | +13,847.2% | +558.0% | +13,289.2% | +5,562.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling