+1,266.3%
NVDL vs THC
+516.3%
+750.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -24.8% | +1.0% | -25.8% | -25.0% |
| 30D | -48.0% | +5.3% | -53.4% | -48.9% |
| 3M | -51.5% | +7.1% | -58.6% | -52.8% |
| 6M | -54.9% | +46.0% | -101.0% | -60.9% |
| YTD | -39.2% | +43.9% | -83.2% | -47.5% |
| 1Y | -41.1% | +45.4% | -86.6% | -49.5% |
| 3Y | +262.9% | +421.3% | -158.4% | +66.4% |
| All | +1,266.3% | +516.3% | +750.0% | +475.8% |
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