+172.0%
ET vs THC
+1,758.3%
-1,586.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | -1.9% | +8.8% | -10.7% | -3.7% |
| 30D | -3.1% | +10.0% | -13.1% | -5.2% |
| 3M | -3.9% | +11.7% | -15.6% | -6.4% |
| 6M | +4.0% | +52.5% | -48.5% | -6.0% |
| YTD | +26.4% | +46.1% | -19.7% | +14.3% |
| 1Y | +24.9% | +49.1% | -24.2% | +12.1% |
| 3Y | +85.2% | +439.6% | -354.5% | +19.1% |
| 5Y | +218.3% | +263.2% | -44.9% | +113.3% |
| 10Y | +172.0% | +1,900.5% | -1,728.5% | +21.9% |
| All | +172.0% | +1,758.3% | -1,586.4% | +21.9% |
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