+88.3%
DT vs THC
+1,120.7%
-1,032.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -30.4% | +7.5% | -37.8% | -31.4% |
| 3M | -9.4% | +7.5% | -16.9% | -10.8% |
| 6M | +14.5% | +46.4% | -31.9% | +5.7% |
| YTD | +3.6% | +44.4% | -40.8% | -5.1% |
| 1Y | -3.4% | +43.4% | -46.9% | -11.6% |
| 3Y | -11.1% | +433.3% | -444.4% | -40.2% |
| 5Y | -39.5% | +262.5% | -302.0% | -57.5% |
| All | +88.3% | +1,120.7% | -1,032.4% | +5.8% |
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