-12.9%
NVTS vs THC
+307.2%
-320.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.3% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | -18.0% | +1.5% | -19.6% | -18.5% |
| 3M | -45.6% | +59.9% | -105.5% | -54.6% |
| 6M | +28.5% | +11.0% | +17.5% | +21.7% |
| YTD | +56.2% | +32.6% | +23.6% | +37.2% |
| 1Y | +97.7% | +37.4% | +60.3% | +70.6% |
| 3Y | +35.0% | +252.5% | -217.6% | -30.9% |
| All | -12.9% | +307.2% | -320.1% | -57.7% |
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 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