-4.7%
RMD vs THC
+50.5%
-55.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | +1.2% | +7.5% | -6.3% | 0.0% |
| 30D | +2.5% | +9.6% | -7.1% | +1.0% |
| 3M | +11.5% | +10.3% | +1.3% | +9.8% |
| 6M | +14.7% | +51.8% | -37.1% | +7.9% |
| YTD | -1.3% | +45.4% | -46.8% | -6.3% |
| All | -4.7% | +50.5% | -55.3% | -10.0% |
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