+468.5%
TXN vs THC
+1,813.2%
-1,344.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | +9.5% | +1.0% | +8.5% | +9.3% |
| 30D | +8.7% | +5.3% | +3.4% | +7.8% |
| 3M | +11.6% | +7.1% | +4.5% | +10.2% |
| 6M | +0.1% | +46.0% | -45.9% | -6.4% |
| YTD | +78.8% | +43.9% | +34.9% | +66.9% |
| 1Y | +91.2% | +45.4% | +45.8% | +78.0% |
| 3Y | +125.8% | +421.3% | -295.5% | +69.8% |
| 5Y | +83.8% | +261.5% | -177.7% | +41.8% |
| All | +468.5% | +1,813.2% | -1,344.8% | +245.0% |
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