+5,601.7%
NSC vs THC
+558.0%
+5,043.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -4.0% |
| 7D | -3.8% | +5.9% | -9.7% | -4.6% |
| 30D | +4.1% | +10.8% | -6.7% | +2.5% |
| 3M | -3.3% | +9.4% | -12.7% | -4.7% |
| 6M | +5.9% | +53.3% | -47.4% | -1.2% |
| YTD | +15.5% | +44.2% | -28.7% | +8.3% |
| 1Y | +19.3% | +37.3% | -18.0% | +12.4% |
| 3Y | +79.0% | +421.6% | -342.6% | +35.8% |
| 5Y | +28.3% | +279.8% | -251.5% | -0.9% |
| 10Y | +336.8% | +1,513.9% | -1,177.0% | +145.4% |
| All | +5,601.7% | +558.0% | +5,043.7% | +2,517.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling