Thea Portfolio Analytics

How NAVcasting™ Works

Your fund data flows into one estimation engine that continuously re-values each fund — then delivers the results and loops straight back to update again.

1 · Your Data In
Cash Flows & GP-Reported NAVs
The core data THEA needs to begin.
OptionalFund-level holdings & valuations
Bespoke comparable construction used inside the estimation engine.
OptionalThird-party marks
Quality in, quality out — blended and weighted by your stated confidence.
Upload however you like
Drag & dropExcel plugin AutomationAPIManual
THEA Estimation Engine
Continuously re-estimates each fund's true value — between and at GP marks.
2 · Thea Estimation Engine
NAVReal-time true value
NAVcast™ — the fund's value today, not last quarter.
GPGP NAV between marks
What the GP mark would read on any date.
GPRGP reporting characteristics
How much GPs smooth marks, how fast they return capital, and the reporting noise — the real dynamics beneath the marks.
RISKRisk & performance
Alpha, beta, volatility, comparables.
CFCash-flow nowcasts
Distribution timing & conditional payouts, nowcast to today.
SCENScenario forecasts
Project true values, GP-reported NAVs & distributions under any scenario — keep or alter fund behavior, market, GP reporting and cash flows across arbitrary sub-periods.
FoFFund-of-Funds modelingComing soon
All of the above, rolled up across a portfolio of private funds.
Continuously updating
Time
passes
Add CF
& NAV
data

3 · Analytics Delivered

📊Interactive report
📒Excel sheet
🖥️In the platform
🔌API
✦MCP → your Claude
Refreshed at your subscription frequency — quarterly, monthly, weekly, and even daily.