-25.8%
TE vs THC
+46.1%
-72.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.6% | -13.1% | -0.7% |
| 7D | +3.8% | +8.8% | -5.0% | +6.7% |
| 30D | -26.2% | +12.6% | -38.8% | -23.3% |
| 3M | -49.7% | +15.4% | -65.1% | -47.3% |
| 6M | -46.5% | +57.7% | -104.1% | -40.7% |
| YTD | -59.1% | +47.1% | -106.2% | -53.3% |
| 1Y | -25.8% | +40.7% | -66.5% | -13.5% |
| All | -25.8% | +46.1% | -72.0% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling