+718.3%
TEL vs THC
+967.2%
-248.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +5.6% | +0.1% | +5.4% | +5.5% |
| 30D | +0.9% | +7.5% | -6.6% | -0.7% |
| 3M | +2.1% | +7.5% | -5.4% | +0.4% |
| 6M | +2.7% | +46.4% | -43.7% | -5.7% |
| YTD | -3.2% | +44.4% | -47.6% | -11.4% |
| 1Y | -10.6% | +43.4% | -54.0% | -18.2% |
| 3Y | +79.8% | +433.3% | -353.5% | +23.1% |
| 5Y | +43.3% | +262.5% | -219.2% | +2.2% |
| 10Y | +287.5% | +1,871.5% | -1,584.1% | +71.6% |
| All | +718.3% | +967.2% | -248.9% | +183.4% |
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