+295.2%
TEL vs THC
+1,021.1%
-725.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -6.1% | +1.5% | -7.6% | -6.4% |
| 3M | +1.7% | +59.9% | -58.2% | -7.7% |
| 6M | +1.6% | +11.0% | -9.4% | -1.2% |
| YTD | -9.1% | +32.6% | -41.7% | -15.0% |
| 1Y | -1.7% | +37.4% | -39.0% | -9.0% |
| 3Y | +67.3% | +252.5% | -185.2% | +25.1% |
| 5Y | +52.1% | +262.3% | -210.2% | +9.1% |
| All | +295.2% | +1,021.1% | -725.9% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling