+71.7%
TER vs THC
+258.4%
-186.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.7% |
| 3M | -39.2% | +7.1% | -46.3% | -40.6% |
| 6M | -31.3% | +46.0% | -77.3% | -40.2% |
| YTD | +29.1% | +43.9% | -14.9% | +12.1% |
| 1Y | +47.4% | +45.4% | +2.0% | +27.3% |
| 3Y | +191.2% | +421.3% | -230.1% | +53.9% |
| All | +71.7% | +258.4% | -186.7% | +0.5% |
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