+84.4%
DT vs THC
+1,129.8%
-1,045.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | -20.2% | +7.5% | -27.7% | -21.4% |
| 30D | -30.8% | +9.6% | -40.3% | -32.0% |
| 3M | -10.2% | +10.3% | -20.5% | -12.0% |
| 6M | +8.0% | +51.8% | -43.8% | -1.0% |
| YTD | +1.5% | +45.4% | -44.0% | -7.2% |
| 1Y | -6.9% | +40.8% | -47.7% | -14.4% |
| 3Y | -10.9% | +448.8% | -459.7% | -40.4% |
| 5Y | -42.2% | +263.4% | -305.6% | -59.4% |
| All | +84.4% | +1,129.8% | -1,045.4% | +3.4% |
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