+32.7%
TNA vs THC
+1,813.2%
-1,780.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.7% | +1.0% | +2.8% | +3.3% |
| 30D | +4.4% | +5.3% | -0.9% | +1.2% |
| 3M | -26.7% | +7.1% | -33.8% | -30.1% |
| 6M | -12.8% | +46.0% | -58.9% | -34.0% |
| YTD | +22.7% | +43.9% | -21.3% | -8.6% |
| 1Y | +35.7% | +45.4% | -9.8% | +0.2% |
| 3Y | +134.6% | +421.3% | -286.7% | -27.7% |
| 5Y | -46.0% | +261.5% | -307.4% | -79.1% |
| All | +32.7% | +1,813.2% | -1,780.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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