+1,921.9%
NXPI vs THC
+1,502.5%
+419.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -4.4% | +3.7% | -8.0% | -5.3% |
| 30D | +5.6% | +9.0% | -3.5% | +3.2% |
| 3M | +7.6% | +10.4% | -2.8% | +4.7% |
| 6M | -17.6% | +45.7% | -63.2% | -26.1% |
| YTD | +15.9% | +42.6% | -26.7% | +3.8% |
| 1Y | +22.4% | +38.8% | -16.4% | +10.0% |
| 3Y | +43.2% | +418.8% | -375.6% | -10.4% |
| 5Y | +21.4% | +275.7% | -254.3% | -20.9% |
| 10Y | +186.8% | +1,496.2% | -1,309.4% | +9.4% |
| All | +1,921.9% | +1,502.5% | +419.4% | +582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling