+1,001.8%
TER vs THC
+1,325.8%
-323.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.0% | +10.7% | +12.3% |
| 7D | -5.8% | +7.5% | -13.2% | -7.4% |
| 30D | -38.9% | +9.6% | -48.5% | -40.3% |
| 3M | -35.1% | +10.3% | -45.4% | -36.8% |
| 6M | -31.6% | +51.8% | -83.4% | -39.3% |
| YTD | +27.2% | +45.4% | -18.2% | +13.6% |
| 1Y | +35.2% | +40.8% | -5.6% | +21.4% |
| 3Y | +192.8% | +448.8% | -256.0% | +86.3% |
| 5Y | +72.4% | +263.4% | -191.0% | +16.6% |
| 10Y | +1,001.8% | +1,800.1% | -798.2% | +414.1% |
| All | +1,001.8% | +1,325.8% | -323.9% | +414.1% |
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