-10.5%
TEM vs THC
+46.1%
-56.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.6% | -12.4% | -2.3% |
| 7D | -1.3% | +8.8% | -10.2% | -0.8% |
| 30D | -9.5% | +12.6% | -22.1% | -8.9% |
| 3M | +60.7% | +15.4% | +45.3% | +61.9% |
| 6M | +35.5% | +57.7% | -22.2% | +37.5% |
| YTD | +28.0% | +47.1% | -19.0% | +30.6% |
| 1Y | -10.5% | +40.7% | -51.2% | -5.8% |
| All | -10.5% | +46.1% | -56.6% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling