+75.4%
NSC vs THC
+417.6%
-342.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | -6.2% | +3.7% | -9.9% | -6.7% |
| 30D | +2.6% | +9.0% | -6.5% | +1.5% |
| 3M | -5.8% | +10.4% | -16.2% | -7.0% |
| 6M | +2.1% | +45.7% | -43.6% | -3.1% |
| YTD | +12.7% | +42.6% | -29.9% | +6.9% |
| 1Y | +15.9% | +38.8% | -22.9% | +10.2% |
| All | +75.4% | +417.6% | -342.2% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling