+8,410.9%
TER vs THC
+558.0%
+7,852.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.3% | -14.9% |
| 7D | -28.2% | +5.9% | -34.1% | -29.1% |
| 30D | -50.6% | +10.8% | -61.4% | -51.7% |
| 3M | -45.3% | +9.4% | -54.8% | -46.5% |
| 6M | -40.4% | +53.3% | -93.6% | -46.2% |
| YTD | +10.0% | +44.2% | -34.1% | +0.1% |
| 1Y | +13.6% | +37.3% | -23.7% | +4.2% |
| 3Y | +145.2% | +421.6% | -276.4% | +70.1% |
| 5Y | +50.4% | +279.8% | -229.5% | +8.1% |
| 10Y | +882.9% | +1,513.9% | -630.9% | +367.7% |
| All | +8,410.9% | +558.0% | +7,852.9% | +3,014.0% |
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 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