+443.1%
TTMI vs THC
+180.0%
+263.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.7% |
| 7D | +5.9% | -0.7% | +6.5% | +6.0% |
| 30D | -4.3% | +1.3% | -5.6% | -4.7% |
| 3M | -32.0% | +64.2% | -96.3% | -39.7% |
| 6M | +19.5% | +8.3% | +11.2% | +15.3% |
| YTD | +82.0% | +33.4% | +48.7% | +67.1% |
| 1Y | +172.6% | +37.7% | +135.0% | +148.2% |
| 3Y | +744.7% | +236.8% | +507.9% | +524.7% |
| 5Y | +805.6% | +249.3% | +556.3% | +534.9% |
| 10Y | +1,057.6% | +995.2% | +62.4% | +433.2% |
| All | +443.1% | +180.0% | +263.2% | +164.1% |
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 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