+32.0%
NSC vs THC
+264.0%
-231.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -3.4% | +8.8% | -12.3% | -4.8% |
| 30D | +3.6% | +10.0% | -6.4% | +1.9% |
| 3M | -1.4% | +11.7% | -13.1% | -3.4% |
| 6M | +6.0% | +52.5% | -46.5% | -2.2% |
| YTD | +15.5% | +46.1% | -30.6% | +6.9% |
| 1Y | +16.2% | +49.1% | -32.9% | +6.9% |
| 3Y | +76.9% | +439.6% | -362.7% | +20.4% |
| All | +32.0% | +264.0% | -231.9% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling