+1,604.6%
MOD vs THC
+1,000.2%
+604.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +9.6% | -0.7% | +10.2% | +9.8% |
| 30D | 0.0% | +1.3% | -1.2% | -0.4% |
| 3M | -35.4% | +64.2% | -99.6% | -45.5% |
| 6M | -7.3% | +8.3% | -15.5% | -11.2% |
| YTD | +45.8% | +33.4% | +12.4% | +29.7% |
| 1Y | +43.1% | +37.7% | +5.5% | +25.2% |
| 3Y | +297.7% | +236.8% | +60.9% | +154.9% |
| 5Y | +1,478.8% | +249.3% | +1,229.5% | +847.8% |
| All | +1,604.6% | +1,000.2% | +604.3% | +592.5% |
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