+302.5%
NSC vs THC
+1,325.8%
-1,023.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.5% |
| 7D | -5.4% | +7.5% | -12.8% | -6.5% |
| 30D | +2.9% | +9.6% | -6.6% | +1.3% |
| 3M | -2.2% | +10.3% | -12.4% | -3.9% |
| 6M | +5.3% | +51.8% | -46.5% | -2.7% |
| YTD | +14.8% | +45.4% | -30.7% | +6.3% |
| 1Y | +16.6% | +40.8% | -24.2% | +8.3% |
| 3Y | +78.6% | +448.8% | -370.2% | +27.0% |
| 5Y | +27.2% | +263.4% | -236.2% | -6.1% |
| 10Y | +302.5% | +1,800.1% | -1,497.5% | +115.5% |
| All | +302.5% | +1,325.8% | -1,023.2% | +115.5% |
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