+9.9%
BTDR vs THC
+253.4%
-243.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.8% |
| 7D | +22.4% | -2.6% | +25.0% | +23.1% |
| 30D | +16.5% | -1.2% | +17.6% | +16.7% |
| 3M | -31.5% | +58.9% | -90.4% | -39.7% |
| 6M | +74.0% | +9.3% | +64.7% | +69.4% |
| YTD | +13.0% | +30.4% | -17.3% | +3.7% |
| 1Y | -0.2% | +34.6% | -34.8% | -8.9% |
| 3Y | +9.9% | +246.7% | -236.8% | -46.3% |
| All | +9.9% | +253.4% | -243.5% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling