+270.1%
DXCM vs THC
+1,000.2%
-730.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -3.2% | -0.7% | -2.6% | -3.1% |
| 30D | +6.3% | +1.3% | +5.1% | +6.0% |
| 3M | +21.1% | +64.2% | -43.2% | +9.0% |
| 6M | +20.6% | +8.3% | +12.3% | +17.6% |
| YTD | +32.4% | +33.4% | -0.9% | +23.2% |
| 1Y | +8.8% | +37.7% | -28.8% | +0.4% |
| 3Y | -13.7% | +236.8% | -250.5% | -35.5% |
| 5Y | -35.2% | +249.3% | -284.4% | -53.2% |
| All | +270.1% | +1,000.2% | -730.2% | +98.6% |
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