+82.3%
DT vs THC
+1,135.2%
-1,052.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -7.5% | +8.8% | -16.4% | -9.1% |
| 30D | -31.5% | +10.0% | -41.6% | -32.8% |
| 3M | -14.0% | +11.7% | -25.7% | -15.9% |
| 6M | +6.9% | +52.5% | -45.6% | -2.2% |
| YTD | +0.3% | +46.1% | -45.7% | -8.3% |
| 1Y | -6.9% | +49.1% | -56.0% | -15.4% |
| 3Y | -13.9% | +439.6% | -453.5% | -42.2% |
| 5Y | -39.9% | +263.2% | -303.1% | -57.8% |
| All | +82.3% | +1,135.2% | -1,052.8% | +2.2% |
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