-41.3%
TE vs THC
+248.0%
-289.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.3% | +12.3% | +10.5% |
| 7D | +18.2% | -2.6% | +20.8% | +18.9% |
| 30D | -13.5% | -1.2% | -12.3% | -13.5% |
| 3M | -44.6% | +58.9% | -103.5% | -52.8% |
| 6M | -24.7% | +9.3% | -34.0% | -28.1% |
| YTD | -24.3% | +30.4% | -54.6% | -32.7% |
| 1Y | +155.6% | +34.6% | +121.0% | +124.3% |
| 3Y | -18.3% | +246.7% | -264.9% | -52.3% |
| 5Y | -41.3% | +244.5% | -285.8% | -65.3% |
| All | -41.3% | +248.0% | -289.3% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling