-7.2%
TYL vs THC
+238.5%
-245.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.4% |
| 6M | -1.1% | +8.3% | -9.4% | -2.5% |
| YTD | -19.8% | +33.4% | -53.2% | -22.3% |
| 1Y | -34.3% | +37.7% | -72.0% | -36.8% |
| All | -7.2% | +238.5% | -245.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling