+262.6%
THC vs NTR
+55.5%
+207.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.9% |
| 7D | +4.1% | +0.5% | +3.5% | +3.9% |
| 30D | +3.5% | +21.7% | -18.2% | -1.1% |
| 3M | +61.7% | +22.8% | +39.0% | +53.8% |
| 6M | +11.8% | +8.2% | +3.6% | +8.8% |
| YTD | +35.4% | +32.9% | +2.5% | +23.9% |
| 1Y | +37.0% | +45.3% | -8.3% | +21.6% |
| 3Y | +260.1% | +41.7% | +218.4% | +216.6% |
| 5Y | +262.6% | +49.8% | +212.8% | +181.3% |
| All | +262.6% | +55.5% | +207.1% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling