+79.7%
EFX vs THC
+1,813.2%
-1,733.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.8% | +1.0% | -1.7% | -1.0% |
| 30D | +25.1% | +5.3% | +19.8% | +23.9% |
| 3M | +1.7% | +7.1% | -5.4% | +0.3% |
| 6M | +18.4% | +46.0% | -27.7% | +10.1% |
| YTD | -12.5% | +43.9% | -56.5% | -19.0% |
| 1Y | -8.1% | +45.4% | -53.5% | -15.2% |
| 3Y | +4.8% | +421.3% | -416.5% | -23.8% |
| 5Y | -30.1% | +261.5% | -291.6% | -47.7% |
| All | +79.7% | +1,813.2% | -1,733.5% | +4.1% |
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