-31.8%
TE vs THC
+413.3%
-445.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | -12.6% | +3.7% | -16.3% | -12.9% |
| 30D | -36.7% | +9.0% | -45.8% | -37.3% |
| 3M | -57.5% | +10.4% | -67.9% | -58.0% |
| 6M | -55.2% | +45.7% | -100.9% | -58.5% |
| YTD | -64.7% | +42.6% | -107.2% | -67.4% |
| 1Y | -35.9% | +38.8% | -74.6% | -40.6% |
| 3Y | -31.8% | +418.8% | -450.6% | -78.2% |
| All | -31.8% | +413.3% | -445.1% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling