-69.4%
BTDR vs THC
+46.1%
-115.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +9.6% | -15.2% | -6.2% |
| 7D | -17.6% | +8.8% | -26.4% | -18.0% |
| 30D | -40.3% | +12.6% | -52.9% | -40.7% |
| 3M | -42.6% | +15.4% | -58.0% | -43.1% |
| 6M | -46.3% | +57.7% | -104.0% | -50.0% |
| YTD | -41.7% | +47.1% | -88.8% | -45.5% |
| 1Y | -69.4% | +40.7% | -110.1% | -69.7% |
| All | -69.4% | +46.1% | -115.5% | -69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling