+225.8%
TTMI vs THC
+205.3%
+20.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.0% | +11.3% | +12.9% |
| 7D | -1.6% | +7.5% | -9.1% | -3.2% |
| 30D | -37.7% | +9.6% | -47.3% | -39.1% |
| 3M | -45.1% | +10.3% | -55.3% | -46.5% |
| 6M | -52.1% | +51.8% | -103.9% | -57.0% |
| YTD | +9.2% | +45.4% | -36.3% | -2.0% |
| 1Y | +12.9% | +40.8% | -27.9% | +2.1% |
| 3Y | +445.5% | +448.8% | -3.3% | +264.4% |
| 5Y | +427.9% | +263.4% | +164.5% | +267.0% |
| 10Y | +449.9% | +1,800.1% | -1,350.2% | +128.4% |
| All | +225.8% | +205.3% | +20.5% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling