+214.4%
NXPI vs THC
+1,879.5%
-1,665.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +19.7% | +9.0% | +10.7% | +17.1% |
| 3M | +14.5% | +12.9% | +1.6% | +10.9% |
| 6M | -11.2% | +52.8% | -64.1% | -21.2% |
| YTD | +25.8% | +47.4% | -21.6% | +12.0% |
| 1Y | +35.2% | +47.7% | -12.5% | +20.0% |
| 3Y | +52.3% | +444.7% | -392.4% | -5.4% |
| 5Y | +34.8% | +269.3% | -234.4% | -11.4% |
| 10Y | +214.4% | +1,913.5% | -1,699.1% | +40.3% |
| All | +214.4% | +1,879.5% | -1,665.1% | +40.3% |
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