+128.1%
DAL vs THC
+1,325.8%
-1,197.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +4.7% |
| 7D | +10.0% | +7.5% | +2.6% | +7.9% |
| 30D | +12.0% | +9.6% | +2.5% | +9.1% |
| 3M | +0.8% | +10.3% | -9.5% | -2.2% |
| 6M | +26.2% | +51.8% | -25.6% | +10.8% |
| YTD | +33.7% | +45.4% | -11.7% | +17.6% |
| 1Y | +57.6% | +40.8% | +16.8% | +39.6% |
| 3Y | +183.5% | +448.8% | -265.3% | +63.2% |
| 5Y | +114.2% | +263.4% | -149.2% | +32.1% |
| 10Y | +128.1% | +1,800.1% | -1,671.9% | -15.4% |
| All | +128.1% | +1,325.8% | -1,197.6% | -15.4% |
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