+212.3%
TTMI vs THC
+206.6%
+5.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.6% | -4.2% |
| 7D | -11.5% | +8.8% | -20.4% | -13.2% |
| 30D | -40.3% | +10.0% | -50.4% | -41.7% |
| 3M | -44.5% | +11.7% | -56.1% | -46.0% |
| 6M | -54.1% | +52.5% | -106.6% | -58.8% |
| YTD | +4.7% | +46.1% | -41.4% | -6.1% |
| 1Y | +3.3% | +49.1% | -45.8% | -7.6% |
| 3Y | +407.2% | +439.6% | -32.4% | +240.0% |
| 5Y | +406.5% | +263.2% | +143.4% | +252.2% |
| 10Y | +420.4% | +1,900.5% | -1,480.1% | +113.9% |
| All | +212.3% | +206.6% | +5.7% | +48.5% |
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