+485.1%
TXN vs THC
+1,818.8%
-1,333.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.2% |
| 7D | +12.3% | +0.1% | +12.2% | +12.3% |
| 30D | +9.1% | +7.5% | +1.6% | +7.8% |
| 3M | +13.5% | +7.5% | +6.0% | +12.1% |
| 6M | +6.9% | +46.4% | -39.5% | 0.0% |
| YTD | +84.0% | +44.4% | +39.7% | +71.7% |
| 1Y | +95.8% | +43.4% | +52.3% | +82.6% |
| 3Y | +130.3% | +433.3% | -303.0% | +72.6% |
| 5Y | +89.2% | +262.5% | -173.3% | +45.9% |
| All | +485.1% | +1,818.8% | -1,333.7% | +255.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling