+393.1%
DXCM vs THC
+1,879.5%
-1,486.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -9.2% | +0.2% | -9.4% | -9.2% |
| 30D | -6.5% | +9.0% | -15.5% | -8.1% |
| 3M | -10.3% | +12.9% | -23.2% | -12.5% |
| 6M | +35.4% | +52.8% | -17.4% | +23.3% |
| YTD | +21.1% | +47.4% | -26.4% | +10.3% |
| 1Y | +38.2% | +47.7% | -9.5% | +25.7% |
| 3Y | -14.6% | +444.7% | -459.2% | -42.1% |
| 5Y | -49.6% | +269.3% | -318.8% | -64.1% |
| 10Y | +393.1% | +1,913.5% | -1,520.4% | +127.5% |
| All | +393.1% | +1,879.5% | -1,486.4% | +127.5% |
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