-18.3%
TE vs THC
+253.4%
-271.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.3% | +12.3% | +10.3% |
| 7D | +18.2% | -2.6% | +20.8% | +18.6% |
| 30D | -13.5% | -1.2% | -12.3% | -13.5% |
| 3M | -44.6% | +58.9% | -103.5% | -51.3% |
| 6M | -24.7% | +9.3% | -34.0% | -26.3% |
| YTD | -24.3% | +30.4% | -54.6% | -30.7% |
| 1Y | +155.6% | +34.6% | +121.0% | +130.3% |
| 3Y | -18.3% | +246.7% | -264.9% | -64.9% |
| All | -18.3% | +253.4% | -271.7% | -64.9% |
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 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