+22.5%
NXT vs THC
+32.5%
-10.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | +2.9% | -2.6% | +5.4% | +3.1% |
| 30D | -17.2% | -1.2% | -16.1% | -17.2% |
| 3M | -32.0% | +58.9% | -90.9% | -37.9% |
| 6M | -15.8% | +9.3% | -25.1% | -17.5% |
| YTD | -1.9% | +30.4% | -32.3% | -6.0% |
| 1Y | +22.5% | +34.6% | -12.1% | +20.6% |
| All | +22.5% | +32.5% | -10.0% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling