+17.6%
NSC vs THC
+43.7%
-26.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | +1.7% | +5.3% | -3.6% | +1.3% |
| 3M | -2.6% | +7.1% | -9.7% | -3.1% |
| 6M | +6.4% | +46.0% | -39.6% | +2.6% |
| YTD | +15.5% | +43.9% | -28.5% | +12.1% |
| 1Y | +17.6% | +45.4% | -27.8% | +14.2% |
| All | +17.6% | +43.7% | -26.1% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling