+353.1%
RMD vs THC
+1,818.8%
-1,465.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +1.6% | +7.5% | -5.8% | +0.8% |
| 3M | +6.0% | +7.5% | -1.5% | +5.0% |
| 6M | +17.9% | +46.4% | -28.5% | +12.4% |
| YTD | 0.0% | +44.4% | -44.4% | -4.9% |
| 1Y | -4.5% | +43.4% | -48.0% | -9.2% |
| 3Y | +70.8% | +433.3% | -362.5% | +37.0% |
| 5Y | -2.0% | +262.5% | -264.6% | -19.6% |
| All | +353.1% | +1,818.8% | -1,465.7% | +211.2% |
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