+1,094.7%
TTMI vs THC
+1,002.8%
+91.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.9% | -7.8% | -4.6% |
| 7D | +7.5% | +4.1% | +3.4% | +6.7% |
| 30D | -4.5% | +3.5% | -8.0% | -5.2% |
| 3M | -28.5% | +61.7% | -90.3% | -35.5% |
| 6M | +28.4% | +11.8% | +16.5% | +23.8% |
| YTD | +80.1% | +35.4% | +44.7% | +66.6% |
| 1Y | +161.0% | +37.0% | +124.0% | +140.6% |
| 3Y | +862.4% | +260.1% | +602.4% | +625.5% |
| 5Y | +812.9% | +262.6% | +550.3% | +559.6% |
| 10Y | +1,094.7% | +1,039.2% | +55.5% | +525.2% |
| All | +1,094.7% | +1,002.8% | +91.9% | +525.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling