+43.2%
TER vs THC
+46.1%
-3.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.6% | -16.4% | -6.2% |
| 7D | -19.9% | +8.8% | -28.7% | -19.3% |
| 30D | -43.5% | +12.6% | -56.2% | -43.1% |
| 3M | -37.8% | +15.4% | -53.1% | -37.3% |
| 6M | -25.6% | +57.7% | -83.2% | -26.9% |
| YTD | +29.8% | +47.1% | -17.2% | +29.3% |
| 1Y | +43.2% | +40.7% | +2.5% | +44.7% |
| All | +43.2% | +46.1% | -3.0% | +44.7% |
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