-80.8%
TTD vs THC
+250.3%
-331.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | +6.3% | -0.7% | +7.0% | +6.5% |
| 30D | -23.9% | +1.3% | -25.2% | -24.5% |
| 3M | -31.4% | +64.2% | -95.6% | -42.6% |
| 6M | -42.7% | +8.3% | -50.9% | -45.0% |
| YTD | -62.0% | +33.4% | -95.4% | -66.5% |
| 1Y | -72.2% | +37.7% | -109.9% | -76.0% |
| 3Y | -81.9% | +236.8% | -318.7% | -90.4% |
| All | -80.8% | +250.3% | -331.1% | -90.0% |
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 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