+1,671.4%
TER vs THC
+1,000.2%
+671.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -8.3% | +1.3% | -9.5% | -8.6% |
| 3M | -12.2% | +64.2% | -76.5% | -22.9% |
| 6M | +17.1% | +8.3% | +8.8% | +13.0% |
| YTD | +84.7% | +33.4% | +51.3% | +69.1% |
| 1Y | +199.9% | +37.7% | +162.3% | +172.1% |
| 3Y | +232.8% | +236.8% | -4.0% | +140.2% |
| 5Y | +198.6% | +249.3% | -50.7% | +107.2% |
| All | +1,671.4% | +1,000.2% | +671.2% | +818.4% |
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