+129.8%
NOK vs THC
+1,002.8%
-873.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.8% | +0.5% |
| 7D | +9.3% | +4.1% | +5.3% | +8.7% |
| 30D | +17.9% | +3.5% | +14.3% | +17.2% |
| 3M | -22.3% | +61.7% | -84.1% | -28.1% |
| 6M | +36.4% | +11.8% | +24.5% | +32.9% |
| YTD | +66.3% | +35.4% | +30.9% | +56.8% |
| 1Y | +134.4% | +37.0% | +97.4% | +119.5% |
| 3Y | +186.6% | +260.1% | -73.5% | +124.9% |
| 5Y | +102.7% | +262.6% | -159.9% | +54.1% |
| 10Y | +129.8% | +1,039.2% | -909.4% | +32.8% |
| All | +129.8% | +1,002.8% | -873.0% | +32.8% |
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 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