+427.9%
TTMI vs THC
+262.3%
+165.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.0% | +11.3% | +13.0% |
| 7D | -1.6% | +7.5% | -9.1% | -2.7% |
| 30D | -37.7% | +9.6% | -47.3% | -38.7% |
| 3M | -45.1% | +10.3% | -55.3% | -46.1% |
| 6M | -52.1% | +51.8% | -103.9% | -56.2% |
| YTD | +9.2% | +45.4% | -36.3% | 0.0% |
| 1Y | +12.9% | +40.8% | -27.9% | +4.2% |
| 3Y | +445.5% | +448.8% | -3.3% | +266.9% |
| 5Y | +427.9% | +263.4% | +164.5% | +264.1% |
| All | +427.9% | +262.3% | +165.6% | +264.1% |
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