+4,177.7%
DELL vs THC
+1,002.8%
+3,175.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.4% |
| 7D | +8.7% | +4.1% | +4.7% | +8.0% |
| 30D | +16.9% | +3.5% | +13.4% | +16.1% |
| 3M | +40.4% | +61.7% | -21.3% | +27.8% |
| 6M | +267.1% | +11.8% | +255.2% | +255.7% |
| YTD | +329.1% | +35.4% | +293.7% | +298.9% |
| 1Y | +346.9% | +37.0% | +309.9% | +313.4% |
| 3Y | +696.6% | +260.1% | +436.6% | +503.9% |
| 5Y | +1,106.2% | +262.6% | +843.6% | +784.4% |
| 10Y | +4,177.7% | +1,039.2% | +3,138.5% | +2,299.5% |
| All | +4,177.7% | +1,002.8% | +3,175.0% | +2,299.5% |
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