-72.2%
TTD vs THC
+40.9%
-113.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | +6.3% | -0.7% | +7.0% | +6.4% |
| 30D | -23.9% | +1.3% | -25.2% | -24.0% |
| 3M | -31.4% | +64.2% | -95.6% | -32.7% |
| 6M | -42.7% | +8.3% | -50.9% | -43.6% |
| YTD | -62.0% | +33.4% | -95.4% | -62.6% |
| 1Y | -72.2% | +37.7% | -109.9% | -73.0% |
| All | -72.2% | +40.9% | -113.1% | -73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling