+214.9%
ROL vs THC
+1,325.8%
-1,110.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.9% |
| 7D | +7.5% | +7.5% | 0.0% | +6.9% |
| 30D | +21.1% | +9.6% | +11.6% | +20.3% |
| 3M | +3.1% | +10.3% | -7.1% | +2.4% |
| 6M | -27.4% | +51.8% | -79.2% | -29.8% |
| YTD | -34.7% | +45.4% | -80.2% | -36.8% |
| 1Y | -32.9% | +40.8% | -73.7% | -35.0% |
| 3Y | +6.1% | +448.8% | -442.7% | -7.7% |
| 5Y | +16.3% | +263.4% | -247.0% | +2.6% |
| 10Y | +214.9% | +1,800.1% | -1,585.2% | +158.7% |
| All | +214.9% | +1,325.8% | -1,110.9% | +158.7% |
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