+966.8%
MOD vs THC
+1,325.8%
-358.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +9.3% |
| 7D | -13.9% | +7.5% | -21.4% | -16.6% |
| 30D | -41.5% | +9.6% | -51.1% | -43.8% |
| 3M | -45.7% | +10.3% | -56.0% | -48.0% |
| 6M | -61.1% | +51.8% | -112.9% | -67.0% |
| YTD | -20.5% | +45.4% | -65.9% | -32.3% |
| 1Y | -32.1% | +40.8% | -72.9% | -41.7% |
| 3Y | +146.5% | +448.8% | -302.3% | +31.4% |
| 5Y | +812.7% | +263.4% | +549.3% | +424.0% |
| 10Y | +966.8% | +1,800.1% | -833.2% | +281.7% |
| All | +966.8% | +1,325.8% | -358.9% | +281.7% |
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