+41,132.7%
RMD vs THC
+502.7%
+40,630.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +2.2% | +1.3% | +1.0% | +2.0% |
| 3M | +17.8% | +64.2% | -46.4% | +11.2% |
| 6M | -11.3% | +8.3% | -19.6% | -12.5% |
| YTD | -4.4% | +33.4% | -37.8% | -8.1% |
| 1Y | -15.7% | +37.7% | -53.4% | -19.4% |
| 3Y | +47.7% | +236.8% | -189.0% | +25.7% |
| 5Y | -19.2% | +249.3% | -268.5% | -32.9% |
| 10Y | +280.4% | +995.2% | -714.9% | +153.1% |
| All | +41,132.7% | +502.7% | +40,630.0% | +23,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling