-4.5%
RMD vs THC
+44.8%
-49.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +1.6% | +7.5% | -5.8% | +0.5% |
| 3M | +6.0% | +7.5% | -1.5% | +4.7% |
| 6M | +17.9% | +46.4% | -28.5% | +11.3% |
| YTD | 0.0% | +44.4% | -44.4% | -5.0% |
| 1Y | -4.5% | +43.4% | -48.0% | -9.3% |
| All | -4.5% | +44.8% | -49.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling