+741.1%
DECK vs THC
+1,000.2%
-259.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.2% | -0.7% | -1.6% | -2.1% |
| 30D | -13.6% | +1.3% | -14.9% | -13.8% |
| 3M | -21.2% | +64.2% | -85.5% | -29.7% |
| 6M | -21.1% | +8.3% | -29.4% | -23.1% |
| YTD | -17.2% | +33.4% | -50.6% | -23.3% |
| 1Y | -30.7% | +37.7% | -68.4% | -36.6% |
| 3Y | -3.4% | +236.8% | -240.1% | -29.5% |
| 5Y | +25.5% | +249.3% | -223.7% | -12.2% |
| All | +741.1% | +1,000.2% | -259.1% | +319.8% |
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 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