+36.4%
THC vs NTR
+39.1%
-2.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.5% | -1.3% | +0.8% | -0.6% |
| 30D | -1.2% | +16.8% | -17.9% | +0.1% |
| 3M | +52.3% | +20.7% | +31.5% | +54.6% |
| 6M | +12.4% | +0.5% | +11.9% | +13.3% |
| YTD | +32.7% | +29.2% | +3.5% | +33.3% |
| 1Y | +36.4% | +39.6% | -3.2% | +36.6% |
| All | +36.4% | +39.1% | -2.7% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling