+256.5%
THC vs NTR
+19.8%
+236.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +5.3% | +2.0% | +3.4% | +4.8% |
| 3M | +7.1% | +6.4% | +0.7% | +5.3% |
| 6M | +46.0% | +1.6% | +44.4% | +44.8% |
| YTD | +43.9% | +18.2% | +25.7% | +35.0% |
| 1Y | +45.4% | +23.9% | +21.5% | +34.3% |
| 3Y | +421.3% | +44.7% | +376.6% | +350.3% |
| All | +256.5% | +19.8% | +236.7% | +184.8% |
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