+8,630.0%
TER vs THC
+550.9%
+8,079.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -20.5% | +3.7% | -24.2% | -21.2% |
| 30D | -47.0% | +9.0% | -56.1% | -48.1% |
| 3M | -43.3% | +10.4% | -53.7% | -44.6% |
| 6M | -42.9% | +45.7% | -88.6% | -48.0% |
| YTD | +12.9% | +42.6% | -29.7% | +2.9% |
| 1Y | +18.2% | +38.8% | -20.6% | +8.2% |
| 3Y | +151.8% | +418.8% | -267.0% | +74.8% |
| 5Y | +54.2% | +275.7% | -221.4% | +11.1% |
| 10Y | +908.2% | +1,496.2% | -588.0% | +380.7% |
| All | +8,630.0% | +550.9% | +8,079.1% | +3,100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling