+604.5%
TDG vs THC
+1,813.2%
-1,208.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | +9.7% | +5.3% | +4.4% | +8.0% |
| 3M | -2.3% | +7.1% | -9.4% | -4.4% |
| 6M | +1.3% | +46.0% | -44.7% | -9.8% |
| YTD | -8.5% | +43.9% | -52.4% | -18.9% |
| 1Y | -8.1% | +45.4% | -53.6% | -19.1% |
| 3Y | +43.4% | +421.3% | -377.9% | -16.3% |
| 5Y | +127.8% | +261.5% | -133.7% | +39.8% |
| All | +604.5% | +1,813.2% | -1,208.8% | +156.1% |
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