+165.8%
DLR vs THC
+952.2%
-786.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.8% |
| 7D | +3.4% | -2.6% | +5.9% | +3.7% |
| 30D | -2.2% | -1.2% | -1.0% | -2.1% |
| 3M | +4.7% | +58.9% | -54.2% | -0.1% |
| 6M | +9.0% | +9.3% | -0.3% | +7.6% |
| YTD | +24.1% | +30.4% | -6.2% | +20.3% |
| 1Y | +20.9% | +34.6% | -13.7% | +16.6% |
| 3Y | +60.0% | +246.7% | -186.6% | +39.0% |
| 5Y | +35.3% | +244.5% | -209.3% | +15.2% |
| 10Y | +165.8% | +950.1% | -784.4% | +106.9% |
| All | +165.8% | +952.2% | -786.5% | +106.9% |
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