+23.3%
BTDR vs THC
+278.0%
-254.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.1% |
| 7D | +14.8% | +4.1% | +10.7% | +14.3% |
| 30D | +41.8% | +3.5% | +38.3% | +41.2% |
| 3M | -29.2% | +61.7% | -90.9% | -34.0% |
| 6M | +66.2% | +11.8% | +54.3% | +62.9% |
| YTD | +10.0% | +35.4% | -25.4% | +4.5% |
| 1Y | -11.0% | +37.0% | -48.0% | -15.4% |
| 3Y | +6.9% | +260.1% | -253.1% | -13.1% |
| 5Y | +24.7% | +262.6% | -237.9% | +1.6% |
| All | +23.3% | +278.0% | -254.7% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling