+44.0%
NVTS vs THC
+413.3%
-369.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.1% | +10.6% | +9.6% |
| 7D | +1.5% | +3.7% | -2.2% | +1.3% |
| 30D | -23.8% | +9.0% | -32.8% | -24.2% |
| 3M | -30.6% | +10.4% | -41.0% | -31.0% |
| 6M | -48.4% | +45.7% | -94.0% | -50.3% |
| YTD | +20.6% | +42.6% | -22.0% | +16.0% |
| 1Y | -2.5% | +38.8% | -41.3% | -6.1% |
| 3Y | +44.0% | +418.8% | -374.8% | -23.5% |
| All | +44.0% | +413.3% | -369.3% | -23.5% |
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