+826.9%
TTMI vs THC
+244.5%
+582.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.8% |
| 7D | +5.9% | -0.7% | +6.5% | +5.9% |
| 30D | -4.3% | +1.3% | -5.6% | -4.5% |
| 3M | -32.0% | +64.2% | -96.3% | -38.2% |
| 6M | +19.5% | +8.3% | +11.2% | +19.2% |
| YTD | +82.0% | +33.4% | +48.7% | +71.5% |
| 1Y | +172.6% | +37.7% | +135.0% | +153.6% |
| All | +826.9% | +244.5% | +582.4% | +515.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling