+1,547.7%
THC vs NTR
+98.7%
+1,449.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.9% |
| 7D | 0.0% | -2.5% | +2.5% | +1.2% |
| 30D | +1.5% | +17.0% | -15.5% | -6.1% |
| 3M | +59.9% | +22.2% | +37.7% | +43.8% |
| 6M | +11.0% | +5.2% | +5.8% | +5.5% |
| YTD | +32.6% | +29.7% | +2.9% | +11.7% |
| 1Y | +37.4% | +39.4% | -2.0% | +10.1% |
| 3Y | +252.5% | +38.2% | +214.4% | +173.9% |
| 5Y | +262.3% | +47.6% | +214.7% | +121.4% |
| All | +1,547.7% | +98.7% | +1,449.0% | +612.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling