+14,692.5%
TYL vs THC
+558.0%
+14,134.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | +15.1% | +5.9% | +9.2% | +14.2% |
| 30D | +30.1% | +10.8% | +19.2% | +28.3% |
| 3M | +40.4% | +9.4% | +30.9% | +38.6% |
| 6M | +31.3% | +53.3% | -22.0% | +23.7% |
| YTD | -5.2% | +44.2% | -49.3% | -10.5% |
| 1Y | -6.6% | +37.3% | -43.9% | -11.5% |
| 3Y | +3.4% | +421.6% | -418.2% | -19.5% |
| 5Y | -19.3% | +279.8% | -299.1% | -35.6% |
| 10Y | +178.1% | +1,513.9% | -1,335.7% | +62.4% |
| All | +14,692.5% | +558.0% | +14,134.5% | +6,492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling