+45.3%
NVTS vs THC
+253.4%
-208.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +9.7% | -2.6% | +12.2% | +9.9% |
| 30D | -13.6% | -1.2% | -12.4% | -13.5% |
| 3M | -51.0% | +58.9% | -109.9% | -54.5% |
| 6M | +46.3% | +9.3% | +37.0% | +45.8% |
| YTD | +68.1% | +30.4% | +37.7% | +60.9% |
| 1Y | +113.9% | +34.6% | +79.3% | +103.0% |
| 3Y | +45.3% | +246.7% | -201.4% | -11.8% |
| All | +45.3% | +253.4% | -208.1% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling