+411.3%
TTMI vs THC
+1,818.8%
-1,407.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | +22.6% | +0.1% | +22.5% | +22.6% |
| 30D | -34.3% | +7.5% | -41.8% | -35.3% |
| 3M | -44.8% | +7.5% | -52.3% | -45.7% |
| 6M | -53.3% | +46.4% | -99.8% | -57.4% |
| YTD | +10.6% | +44.4% | -33.8% | +0.4% |
| 1Y | +8.2% | +43.4% | -35.2% | -1.6% |
| 3Y | +435.7% | +433.3% | +2.4% | +267.4% |
| 5Y | +434.2% | +262.5% | +171.7% | +278.2% |
| All | +411.3% | +1,818.8% | -1,407.5% | +143.6% |
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