+41.0%
EFX vs THC
+1,002.8%
-961.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -5.9% | -2.7% |
| 7D | -9.4% | +4.1% | -13.5% | -10.0% |
| 30D | -6.9% | +3.5% | -10.4% | -7.5% |
| 3M | +0.1% | +61.7% | -61.6% | -8.2% |
| 6M | -17.3% | +11.8% | -29.2% | -19.5% |
| YTD | -21.8% | +35.4% | -57.2% | -26.8% |
| 1Y | -32.5% | +37.0% | -69.6% | -37.2% |
| 3Y | -12.3% | +260.1% | -272.4% | -32.2% |
| 5Y | -36.6% | +262.6% | -299.2% | -52.4% |
| 10Y | +41.0% | +1,039.2% | -998.2% | -15.4% |
| All | +41.0% | +1,002.8% | -961.8% | -15.4% |
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 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