+1,296.6%
ET vs THC
+890.7%
+406.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -7.9% | +3.7% | -11.6% | -8.6% |
| 30D | -5.9% | +9.0% | -15.0% | -7.6% |
| 3M | -5.2% | +10.4% | -15.6% | -7.2% |
| 6M | +0.3% | +45.7% | -45.4% | -7.5% |
| YTD | +23.1% | +42.6% | -19.5% | +13.2% |
| 1Y | +22.7% | +38.8% | -16.0% | +13.1% |
| 3Y | +75.4% | +418.8% | -343.4% | +22.1% |
| 5Y | +202.6% | +275.7% | -73.1% | +114.9% |
| 10Y | +213.0% | +1,496.2% | -1,283.2% | +50.3% |
| All | +1,296.6% | +890.7% | +406.0% | +493.1% |
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