+605.1%
RVMD vs THC
+694.5%
-89.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -0.7% | -1.2% | +0.4% | -0.5% |
| 3M | +36.5% | +52.3% | -15.7% | +21.4% |
| 6M | +104.6% | +12.4% | +92.2% | +95.8% |
| YTD | +155.8% | +32.7% | +123.1% | +132.3% |
| 1Y | +340.7% | +36.4% | +304.3% | +295.3% |
| 3Y | +519.9% | +259.3% | +260.6% | +308.6% |
| 5Y | +584.9% | +262.7% | +322.3% | +331.3% |
| All | +605.1% | +694.5% | -89.4% | +243.1% |
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 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