+348.7%
RMD vs THC
+1,325.8%
-977.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | +1.2% | +7.5% | -6.3% | +0.4% |
| 30D | +2.5% | +9.6% | -7.1% | +1.4% |
| 3M | +11.5% | +10.3% | +1.3% | +10.2% |
| 6M | +14.7% | +51.8% | -37.1% | +8.9% |
| YTD | -1.3% | +45.4% | -46.8% | -6.2% |
| 1Y | -5.3% | +40.8% | -46.1% | -9.7% |
| 3Y | +68.8% | +448.8% | -380.1% | +35.4% |
| 5Y | -5.9% | +263.4% | -269.3% | -22.5% |
| 10Y | +348.7% | +1,800.1% | -1,451.4% | +221.3% |
| All | +348.7% | +1,325.8% | -977.1% | +221.3% |
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