-22.4%
TYL vs THC
+274.4%
-296.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +6.7% | +3.7% | +3.0% | +5.8% |
| 30D | +26.5% | +9.0% | +17.5% | +24.3% |
| 3M | +37.3% | +10.4% | +26.9% | +34.3% |
| 6M | +31.2% | +45.7% | -14.5% | +20.8% |
| YTD | -7.4% | +42.6% | -49.9% | -15.3% |
| 1Y | -9.6% | +38.8% | -48.3% | -17.1% |
| 3Y | +1.9% | +418.8% | -416.9% | -38.9% |
| All | -22.4% | +274.4% | -296.8% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling