-23.0%
TYL vs THC
+258.8%
-281.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +22.1% | +7.5% | +14.6% | +20.2% |
| 3M | +33.4% | +7.5% | +25.8% | +31.2% |
| 6M | +36.8% | +46.4% | -9.7% | +25.8% |
| YTD | -6.7% | +44.4% | -51.0% | -14.9% |
| 1Y | -9.2% | +43.4% | -52.7% | -17.4% |
| 3Y | +1.2% | +433.3% | -432.1% | -40.0% |
| 5Y | -23.0% | +262.5% | -285.5% | -49.7% |
| All | -23.0% | +258.8% | -281.8% | -49.7% |
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 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