+268.6%
RTX vs THC
+1,758.3%
-1,489.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -1.7% | +8.8% | -10.6% | -3.5% |
| 30D | +7.7% | +10.0% | -2.4% | +5.4% |
| 3M | -10.3% | +11.7% | -22.0% | -12.6% |
| 6M | +14.6% | +52.5% | -37.9% | +4.2% |
| YTD | +10.4% | +46.1% | -35.7% | +0.5% |
| 1Y | +13.5% | +49.1% | -35.6% | +2.8% |
| 3Y | +158.6% | +439.6% | -281.0% | +72.2% |
| 5Y | +147.3% | +263.2% | -115.9% | +71.1% |
| 10Y | +268.6% | +1,900.5% | -1,631.8% | +76.4% |
| All | +268.6% | +1,758.3% | -1,489.7% | +76.4% |
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