+104.3%
DAL vs THC
+1,813.2%
-1,708.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.1% | +1.0% | -2.0% | -1.3% |
| 30D | +12.8% | +5.3% | +7.5% | +11.2% |
| 3M | -5.3% | +7.1% | -12.4% | -7.3% |
| 6M | +22.4% | +46.0% | -23.7% | +8.6% |
| YTD | +25.6% | +43.9% | -18.3% | +10.8% |
| 1Y | +45.5% | +45.4% | +0.1% | +27.7% |
| 3Y | +161.0% | +421.3% | -260.3% | +52.2% |
| 5Y | +112.2% | +261.5% | -149.2% | +30.9% |
| All | +104.3% | +1,813.2% | -1,708.9% | -24.1% |
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 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