-76.0%
TE vs THC
+675.0%
-750.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.6% |
| 7D | -12.6% | +3.7% | -16.3% | -13.0% |
| 30D | -36.7% | +9.0% | -45.8% | -37.4% |
| 3M | -57.5% | +10.4% | -67.9% | -58.1% |
| 6M | -55.2% | +45.7% | -100.9% | -58.0% |
| YTD | -64.7% | +42.6% | -107.2% | -66.9% |
| 1Y | -35.9% | +38.8% | -74.6% | -39.7% |
| 3Y | -31.8% | +418.8% | -450.6% | -47.2% |
| 5Y | -79.4% | +275.7% | -355.1% | -83.8% |
| All | -76.0% | +675.0% | -750.9% | -81.4% |
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