-80.5%
TE vs THC
+682.4%
-762.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -19.1% | +1.0% | -20.0% | -19.2% |
| 30D | -34.1% | +5.3% | -39.5% | -34.6% |
| 3M | -60.1% | +7.1% | -67.2% | -60.5% |
| 6M | -66.0% | +46.0% | -112.0% | -68.0% |
| YTD | -71.4% | +43.9% | -115.3% | -73.3% |
| 1Y | -45.3% | +45.4% | -90.7% | -48.8% |
| 3Y | +9.1% | +421.3% | -412.1% | -15.8% |
| 5Y | -82.6% | +261.5% | -344.1% | -86.3% |
| All | -80.5% | +682.4% | -762.9% | -84.9% |
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