+2,662.4%
DELL vs THC
+1,813.2%
+849.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.9% | -7.1% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | -32.1% | +5.3% | -37.4% | -32.8% |
| 3M | -30.2% | +7.1% | -37.3% | -31.3% |
| 6M | +41.7% | +46.0% | -4.3% | +30.5% |
| YTD | +176.6% | +43.9% | +132.6% | +153.0% |
| 1Y | +159.9% | +45.4% | +114.5% | +137.1% |
| 3Y | +388.0% | +421.3% | -33.3% | +241.5% |
| 5Y | +578.2% | +261.5% | +316.7% | +390.7% |
| All | +2,662.4% | +1,813.2% | +849.1% | +1,377.3% |
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 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