+54.4%
DLR vs THC
+423.7%
-369.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +3.3% | +1.0% | +2.4% | +3.2% |
| 30D | +4.6% | +5.3% | -0.7% | +3.8% |
| 3M | -8.3% | +7.1% | -15.4% | -9.3% |
| 6M | -5.6% | +46.0% | -51.7% | -10.9% |
| YTD | +18.7% | +43.9% | -25.2% | +11.9% |
| 1Y | +17.1% | +45.4% | -28.3% | +10.2% |
| 3Y | +54.4% | +421.3% | -366.9% | +15.1% |
| All | +54.4% | +423.7% | -369.3% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling