+2,490.2%
NVDL vs THC
+468.2%
+2,022.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -10.3% | -0.5% | -9.8% | -10.2% |
| 30D | -7.1% | -1.2% | -6.0% | -7.1% |
| 3M | +6.6% | +52.3% | -45.7% | -9.0% |
| 6M | +21.1% | +12.4% | +8.7% | +15.3% |
| YTD | +15.2% | +32.7% | -17.5% | +2.2% |
| 1Y | +18.8% | +36.4% | -17.6% | +2.9% |
| 3Y | +649.9% | +259.3% | +390.6% | +321.3% |
| All | +2,490.2% | +468.2% | +2,022.0% | +1,022.0% |
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