+468.2%
EWT vs THC
+1,859.7%
-1,391.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.7% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | -12.3% | +9.0% | -21.3% | -13.2% |
| 3M | -3.6% | +12.9% | -16.5% | -5.0% |
| 6M | +3.1% | +52.8% | -49.7% | -2.4% |
| YTD | +57.7% | +47.4% | +10.3% | +49.5% |
| 1Y | +60.3% | +47.7% | +12.5% | +51.7% |
| 3Y | +163.4% | +444.7% | -281.3% | +110.8% |
| 5Y | +127.4% | +269.3% | -141.8% | +85.6% |
| All | +468.2% | +1,859.7% | -1,391.4% | +269.9% |
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