+116.6%
TYL vs THC
+1,000.2%
-883.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +18.7% | +1.3% | +17.5% | +18.5% |
| 3M | +18.1% | +64.2% | -46.1% | +11.6% |
| 6M | -1.1% | +8.3% | -9.4% | -2.4% |
| YTD | -19.8% | +33.4% | -53.2% | -23.0% |
| 1Y | -34.3% | +37.7% | -72.0% | -37.4% |
| 3Y | -8.2% | +236.8% | -245.0% | -22.7% |
| 5Y | -25.4% | +249.3% | -274.7% | -38.7% |
| All | +116.6% | +1,000.2% | -883.6% | +58.1% |
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 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