-76.7%
TE vs THC
+690.5%
-767.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.2% |
| 7D | -10.5% | +7.5% | -18.0% | -11.3% |
| 30D | -32.4% | +9.6% | -42.0% | -33.2% |
| 3M | -60.9% | +10.3% | -71.1% | -61.4% |
| 6M | -62.8% | +51.8% | -114.6% | -65.3% |
| YTD | -65.7% | +45.4% | -111.1% | -68.0% |
| 1Y | -39.9% | +40.8% | -80.7% | -43.6% |
| 3Y | +10.6% | +448.8% | -438.2% | -15.2% |
| 5Y | -79.7% | +263.4% | -343.0% | -84.0% |
| All | -76.7% | +690.5% | -767.2% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling