+54.6%
TER vs THC
+274.4%
-219.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | -20.5% | +3.7% | -24.2% | -21.4% |
| 30D | -47.0% | +9.0% | -56.1% | -48.4% |
| 3M | -43.3% | +10.4% | -53.7% | -45.1% |
| 6M | -42.9% | +45.7% | -88.6% | -50.3% |
| YTD | +12.9% | +42.6% | -29.7% | -1.8% |
| 1Y | +18.2% | +38.8% | -20.6% | +3.5% |
| 3Y | +151.8% | +418.8% | -267.0% | +33.3% |
| All | +54.6% | +274.4% | -219.8% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling