+122.8%
DAL vs THC
+1,421.6%
-1,298.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.5% |
| 7D | +8.8% | +3.7% | +5.1% | +7.7% |
| 30D | +5.4% | +9.0% | -3.7% | +2.8% |
| 3M | -4.9% | +10.4% | -15.3% | -7.7% |
| 6M | +19.8% | +45.7% | -25.8% | +6.7% |
| YTD | +27.0% | +42.6% | -15.6% | +12.7% |
| 1Y | +52.5% | +38.8% | +13.7% | +36.0% |
| 3Y | +173.8% | +418.8% | -245.0% | +62.6% |
| 5Y | +104.5% | +275.7% | -171.1% | +26.6% |
| All | +122.8% | +1,421.6% | -1,298.8% | -11.1% |
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