+22.0%
NXPI vs THC
+274.4%
-252.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -4.4% | +3.7% | -8.0% | -5.3% |
| 30D | +5.6% | +9.0% | -3.5% | +3.1% |
| 3M | +7.6% | +10.4% | -2.8% | +4.5% |
| 6M | -17.6% | +45.7% | -63.2% | -26.7% |
| YTD | +15.9% | +42.6% | -26.7% | +2.9% |
| 1Y | +22.4% | +38.8% | -16.4% | +9.1% |
| 3Y | +43.2% | +418.8% | -375.6% | -20.2% |
| All | +22.0% | +274.4% | -252.4% | -26.4% |
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