+244.4%
NXT vs THC
+403.0%
-158.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.6% |
| 7D | +32.2% | +3.7% | +28.5% | +31.1% |
| 30D | +21.9% | +9.0% | +12.9% | +19.3% |
| 3M | +6.6% | +10.4% | -3.8% | +3.6% |
| 6M | -16.8% | +45.7% | -62.5% | -25.9% |
| YTD | +20.4% | +42.6% | -22.1% | +7.3% |
| 1Y | -1.5% | +38.8% | -40.3% | -11.9% |
| 3Y | +182.4% | +418.8% | -236.4% | +44.1% |
| All | +244.4% | +403.0% | -158.6% | +75.7% |
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