+683.8%
TEL vs THC
+886.0%
-202.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +3.0% | -0.7% | +3.6% | +3.1% |
| 30D | -3.9% | +1.3% | -5.2% | -4.2% |
| 3M | -5.1% | +64.2% | -69.4% | -14.5% |
| 6M | +0.6% | +8.3% | -7.7% | -1.8% |
| YTD | -7.3% | +33.4% | -40.7% | -13.6% |
| 1Y | +1.1% | +37.7% | -36.5% | -6.6% |
| 3Y | +63.7% | +236.8% | -173.1% | +22.8% |
| 5Y | +50.7% | +249.3% | -198.6% | +8.3% |
| 10Y | +290.2% | +995.2% | -705.1% | +91.7% |
| All | +683.8% | +886.0% | -202.2% | +176.3% |
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 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