+183.3%
TYL vs THC
+1,879.5%
-1,696.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +25.2% | +9.0% | +16.2% | +23.9% |
| 3M | +31.8% | +12.9% | +18.8% | +29.8% |
| 6M | +36.3% | +52.8% | -16.6% | +29.3% |
| YTD | -6.3% | +47.4% | -53.7% | -11.3% |
| 1Y | -9.5% | +47.7% | -57.2% | -14.4% |
| 3Y | +1.6% | +444.7% | -443.0% | -19.7% |
| 5Y | -21.8% | +269.3% | -291.0% | -36.7% |
| 10Y | +183.3% | +1,913.5% | -1,730.3% | +100.7% |
| All | +183.3% | +1,879.5% | -1,696.2% | +100.7% |
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