+529.5%
TDG vs THC
+1,021.1%
-491.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -9.3% | +1.5% | -10.8% | -9.7% |
| 3M | -7.1% | +59.9% | -66.9% | -18.4% |
| 6M | -11.2% | +11.0% | -22.1% | -14.5% |
| YTD | -15.3% | +32.6% | -47.8% | -22.7% |
| 1Y | -12.5% | +37.4% | -49.8% | -21.4% |
| 3Y | +51.2% | +252.5% | -201.3% | +0.8% |
| 5Y | +126.1% | +262.3% | -136.2% | +41.9% |
| All | +529.5% | +1,021.1% | -491.6% | +162.6% |
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