-2.4%
NXT vs THC
+50.5%
-52.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | +15.1% | +7.5% | +7.6% | +14.1% |
| 30D | +21.8% | +9.6% | +12.2% | +20.5% |
| 3M | +1.6% | +10.3% | -8.7% | +0.2% |
| 6M | -16.7% | +51.8% | -68.5% | -22.2% |
| YTD | +20.4% | +45.4% | -25.0% | +13.1% |
| All | -2.4% | +50.5% | -52.9% | -8.8% |
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