+17.6%
TEM vs THC
+50.5%
-32.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +11.1% |
| 7D | +7.6% | +7.5% | +0.1% | +8.2% |
| 30D | +19.0% | +9.6% | +9.5% | +19.8% |
| 3M | +62.2% | +10.3% | +52.0% | +63.4% |
| 6M | +69.4% | +51.8% | +17.6% | +73.9% |
| YTD | +43.0% | +45.4% | -2.4% | +47.1% |
| All | +17.6% | +50.5% | -32.9% | +18.8% |
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