+89.2%
TER vs THC
+267.4%
-178.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.1% |
| 7D | +5.9% | +0.2% | +5.6% | +6.0% |
| 30D | -30.8% | +9.0% | -39.8% | -32.6% |
| 3M | -29.9% | +12.9% | -42.9% | -32.6% |
| 6M | -27.5% | +52.8% | -80.3% | -37.7% |
| YTD | +37.5% | +47.4% | -10.0% | +18.6% |
| 1Y | +50.3% | +47.7% | +2.5% | +29.3% |
| 3Y | +204.9% | +444.7% | -239.8% | +58.9% |
| 5Y | +89.2% | +269.3% | -180.1% | +10.0% |
| All | +89.2% | +267.4% | -178.2% | +10.0% |
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