+17.7%
NXPI vs THC
+248.0%
-230.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.2% |
| 7D | +0.7% | -2.6% | +3.2% | +1.3% |
| 30D | -6.6% | -1.2% | -5.4% | -6.4% |
| 3M | -25.4% | +58.9% | -84.3% | -35.3% |
| 6M | +11.9% | +9.3% | +2.6% | +7.8% |
| YTD | +4.0% | +30.4% | -26.3% | -5.4% |
| 1Y | +1.0% | +34.6% | -33.6% | -9.6% |
| 3Y | +16.3% | +246.7% | -230.3% | -26.7% |
| 5Y | +17.7% | +244.5% | -226.8% | -29.7% |
| All | +17.7% | +248.0% | -230.3% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling