+273.8%
RTX vs THC
+1,325.8%
-1,052.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.2% |
| 7D | -3.2% | +7.5% | -10.7% | -4.7% |
| 30D | +5.6% | +9.6% | -4.0% | +3.5% |
| 3M | -11.7% | +10.3% | -21.9% | -13.7% |
| 6M | +12.3% | +51.8% | -39.5% | +2.2% |
| YTD | +8.2% | +45.4% | -37.2% | -1.3% |
| 1Y | +12.6% | +40.8% | -28.2% | +3.1% |
| 3Y | +152.8% | +448.8% | -296.0% | +68.0% |
| 5Y | +140.2% | +263.4% | -123.2% | +66.4% |
| 10Y | +273.8% | +1,800.1% | -1,526.3% | +80.9% |
| All | +273.8% | +1,325.8% | -1,052.0% | +80.9% |
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