+843.5%
TTMI vs THC
+248.0%
+595.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.2% | +3.3% |
| 7D | +12.2% | -2.6% | +14.7% | +12.6% |
| 30D | -5.7% | -1.2% | -4.6% | -5.7% |
| 3M | -27.5% | +58.9% | -86.4% | -34.2% |
| 6M | +47.1% | +9.3% | +37.8% | +43.8% |
| YTD | +87.5% | +30.4% | +57.1% | +75.5% |
| 1Y | +175.2% | +34.6% | +140.6% | +155.2% |
| 3Y | +901.9% | +246.7% | +655.3% | +646.3% |
| 5Y | +843.5% | +244.5% | +598.9% | +560.3% |
| All | +843.5% | +248.0% | +595.5% | +560.3% |
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