-43.9%
BTDR vs THC
+258.4%
-302.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.4% | -8.6% |
| 7D | -6.9% | +1.0% | -7.9% | -6.9% |
| 30D | -31.5% | +5.3% | -36.9% | -32.0% |
| 3M | -36.1% | +7.1% | -43.2% | -36.6% |
| 6M | -57.6% | +46.0% | -103.7% | -60.0% |
| YTD | -50.0% | +43.9% | -94.0% | -53.0% |
| 1Y | -49.6% | +45.4% | -95.0% | -52.6% |
| 3Y | +48.5% | +421.3% | -372.7% | +16.4% |
| All | -43.9% | +258.4% | -302.3% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling