-19.9%
TEM vs THC
+32.5%
-52.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.5% |
| 7D | +3.2% | -2.6% | +5.8% | +3.2% |
| 30D | +23.5% | -1.2% | +24.7% | +23.5% |
| 3M | +32.3% | +58.9% | -26.6% | +31.2% |
| 6M | +23.0% | +9.3% | +13.7% | +28.2% |
| YTD | +8.9% | +30.4% | -21.5% | +9.8% |
| 1Y | -19.9% | +34.6% | -54.5% | -17.9% |
| All | -19.9% | +32.5% | -52.3% | -17.9% |
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