+110.9%
DT vs THC
+1,002.4%
-891.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | -4.9% | -2.6% | -2.3% | -4.4% |
| 30D | +2.7% | -1.2% | +3.9% | +2.9% |
| 3M | +20.0% | +58.9% | -39.0% | +9.3% |
| 6M | +28.0% | +9.3% | +18.7% | +24.8% |
| YTD | +16.0% | +30.4% | -14.3% | +8.6% |
| 1Y | +0.7% | +34.6% | -33.9% | -6.7% |
| 3Y | +6.2% | +246.7% | -240.5% | -21.9% |
| 5Y | -28.1% | +244.5% | -272.7% | -49.0% |
| All | +110.9% | +1,002.4% | -891.5% | +21.0% |
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