+153.1%
TE vs THC
+40.1%
+113.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.8% | -2.1% |
| 7D | +15.0% | +4.1% | +10.9% | +16.1% |
| 30D | -7.5% | +3.5% | -11.1% | -6.7% |
| 3M | -42.0% | +61.7% | -103.7% | -40.4% |
| 6M | -31.4% | +11.8% | -43.3% | -25.3% |
| YTD | -26.5% | +35.4% | -61.9% | -21.8% |
| 1Y | +153.1% | +37.0% | +116.1% | +154.3% |
| All | +153.1% | +40.1% | +113.0% | +154.3% |
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