+268.2%
RMD vs THC
+952.2%
-684.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.9% |
| 7D | -4.5% | -2.6% | -1.9% | -4.2% |
| 30D | +4.6% | -1.2% | +5.8% | +4.7% |
| 3M | +14.8% | +58.9% | -44.1% | +8.8% |
| 6M | -12.1% | +9.3% | -21.4% | -13.3% |
| YTD | -7.5% | +30.4% | -37.8% | -10.8% |
| 1Y | -20.1% | +34.6% | -54.7% | -23.3% |
| 3Y | +53.9% | +246.7% | -192.8% | +30.4% |
| 5Y | -22.2% | +244.5% | -266.7% | -35.3% |
| 10Y | +268.2% | +950.1% | -681.9% | +176.2% |
| All | +268.2% | +952.2% | -684.0% | +176.2% |
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