-30.1%
NVTS vs THC
+342.1%
-372.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | +3.9% | +1.0% | +3.0% | +3.8% |
| 30D | -4.3% | +5.3% | -9.6% | -5.6% |
| 3M | -34.5% | +7.1% | -41.6% | -35.9% |
| 6M | -57.7% | +46.0% | -103.8% | -63.5% |
| YTD | +25.4% | +43.9% | -18.6% | +7.5% |
| 1Y | +13.1% | +45.4% | -32.3% | -3.4% |
| 3Y | +48.9% | +421.3% | -372.4% | -36.3% |
| 5Y | -51.8% | +261.5% | -313.2% | -77.3% |
| All | -30.1% | +342.1% | -372.2% | -66.9% |
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