+28.1%
BTDR vs THC
+248.0%
-219.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.6% |
| 7D | +22.4% | -2.6% | +25.0% | +22.8% |
| 30D | +16.5% | -1.2% | +17.6% | +16.6% |
| 3M | -31.5% | +58.9% | -90.4% | -36.1% |
| 6M | +74.0% | +9.3% | +64.7% | +71.0% |
| YTD | +13.0% | +30.4% | -17.3% | +7.9% |
| 1Y | -0.2% | +34.6% | -34.8% | -5.0% |
| 3Y | +9.9% | +246.7% | -236.8% | -10.6% |
| 5Y | +28.1% | +244.5% | -216.4% | +4.8% |
| All | +28.1% | +248.0% | -219.9% | +4.8% |
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