+6,920.8%
DECK vs THC
+728.7%
+6,192.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.3% |
| 6M | -21.1% | +8.3% | -29.4% | -22.8% |
| YTD | -17.2% | +33.4% | -50.6% | -22.3% |
| 1Y | -30.7% | +37.7% | -68.4% | -35.6% |
| 3Y | -3.4% | +236.8% | -240.1% | -25.0% |
| 5Y | +25.5% | +249.3% | -223.7% | -5.7% |
| 10Y | +714.7% | +995.2% | -280.6% | +343.7% |
| All | +6,920.8% | +728.7% | +6,192.1% | +2,855.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling