+797.5%
RVMD vs THC
+425.2%
+372.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.1% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -6.4% | +7.5% | -13.9% | -7.5% |
| 3M | -14.1% | +7.5% | -21.6% | -15.1% |
| 6M | +21.0% | +46.4% | -25.4% | +13.0% |
| YTD | +121.4% | +44.4% | +77.1% | +105.4% |
| 1Y | +167.9% | +43.4% | +124.4% | +148.6% |
| All | +797.5% | +425.2% | +372.3% | +440.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling