+51.8%
TEL vs THC
+258.2%
-206.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -1.0% |
| 7D | +1.2% | +4.1% | -2.9% | +0.4% |
| 30D | -4.1% | +3.5% | -7.6% | -4.9% |
| 3M | -2.6% | +61.7% | -64.3% | -12.7% |
| 6M | 0.0% | +11.8% | -11.8% | -3.1% |
| YTD | -9.1% | +35.4% | -44.5% | -15.9% |
| 1Y | -0.8% | +37.0% | -37.8% | -9.0% |
| 3Y | +67.4% | +260.1% | -192.7% | +17.1% |
| 5Y | +51.8% | +262.6% | -210.8% | +2.8% |
| All | +51.8% | +258.2% | -206.5% | +2.8% |
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