+995.4%
TER vs THC
+1,813.2%
-817.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +14.4% | +1.0% | +13.4% | +14.2% |
| 30D | -30.6% | +5.3% | -35.9% | -31.5% |
| 3M | -39.2% | +7.1% | -46.3% | -40.4% |
| 6M | -31.3% | +46.0% | -77.3% | -38.5% |
| YTD | +29.1% | +43.9% | -14.9% | +15.4% |
| 1Y | +47.4% | +45.4% | +2.0% | +31.4% |
| 3Y | +191.2% | +421.3% | -230.1% | +87.1% |
| 5Y | +74.0% | +261.5% | -187.5% | +17.6% |
| All | +995.4% | +1,813.2% | -817.8% | +418.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling