+384.5%
DXCM vs THC
+1,813.2%
-1,428.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +4.9% | +1.0% | +4.0% | +4.7% |
| 30D | -0.2% | +5.3% | -5.5% | -1.2% |
| 3M | -8.9% | +7.1% | -16.0% | -10.2% |
| 6M | +42.3% | +46.0% | -3.8% | +30.8% |
| YTD | +25.6% | +43.9% | -18.4% | +15.0% |
| 1Y | +39.5% | +45.4% | -5.9% | +27.4% |
| 3Y | -15.3% | +421.3% | -436.6% | -42.0% |
| 5Y | -48.4% | +261.5% | -309.9% | -63.1% |
| All | +384.5% | +1,813.2% | -1,428.7% | +146.6% |
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