+888.8%
DECK vs THC
+1,438.5%
-549.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.1% |
| 7D | +6.0% | +5.9% | +0.1% | +4.7% |
| 30D | +7.4% | +10.8% | -3.4% | +5.0% |
| 3M | -11.7% | +9.4% | -21.1% | -13.5% |
| 6M | -11.0% | +53.3% | -64.2% | -19.7% |
| YTD | -15.4% | +44.2% | -59.5% | -23.1% |
| 1Y | +7.2% | +37.3% | -30.1% | -1.7% |
| 3Y | -11.8% | +421.6% | -433.4% | -41.9% |
| 5Y | +24.3% | +279.8% | -255.5% | -15.1% |
| All | +888.8% | +1,438.5% | -549.6% | +375.1% |
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