+307.4%
ETR vs THC
+961.7%
-654.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.4% |
| 7D | +1.4% | -2.6% | +4.0% | +1.7% |
| 30D | +1.9% | -1.2% | +3.0% | +2.0% |
| 3M | +1.0% | +58.9% | -57.9% | -4.5% |
| 6M | +4.8% | +9.3% | -4.5% | +3.2% |
| YTD | +19.5% | +30.4% | -10.8% | +15.1% |
| 1Y | +28.1% | +34.6% | -6.5% | +22.7% |
| 3Y | +151.1% | +246.7% | -95.5% | +111.4% |
| 5Y | +125.2% | +244.5% | -119.4% | +84.3% |
| All | +307.4% | +961.7% | -654.3% | +173.0% |
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