+295.3%
NSC vs THC
+1,297.8%
-1,002.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -6.2% | +3.7% | -9.9% | -6.9% |
| 30D | +2.6% | +9.0% | -6.5% | +1.0% |
| 3M | -5.8% | +10.4% | -16.2% | -7.6% |
| 6M | +2.1% | +45.7% | -43.6% | -5.0% |
| YTD | +12.7% | +42.6% | -29.9% | +4.7% |
| 1Y | +15.9% | +38.8% | -22.9% | +7.9% |
| 3Y | +74.0% | +418.8% | -344.8% | +24.9% |
| 5Y | +25.2% | +275.7% | -250.5% | -8.1% |
| All | +295.3% | +1,297.8% | -1,002.5% | +112.3% |
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