+201.1%
NXPI vs THC
+976.6%
-775.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -1.4% | +1.3% | -2.7% | -1.8% |
| 3M | -29.1% | +64.2% | -93.3% | -37.7% |
| 6M | +6.2% | +8.3% | -2.1% | +2.8% |
| YTD | +5.9% | +33.4% | -27.5% | -3.0% |
| 1Y | +2.9% | +37.7% | -34.8% | -6.9% |
| 3Y | +14.5% | +236.8% | -222.3% | -19.1% |
| 5Y | +17.1% | +249.3% | -232.2% | -21.0% |
| All | +201.1% | +976.6% | -775.5% | +47.3% |
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