+149.3%
TNA vs THC
+436.4%
-287.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.2% |
| 7D | -2.1% | +0.2% | -2.4% | -2.1% |
| 30D | +3.1% | +9.0% | -5.9% | -0.9% |
| 3M | -20.2% | +12.9% | -33.1% | -24.8% |
| 6M | -10.0% | +52.8% | -62.9% | -28.7% |
| YTD | +30.3% | +47.4% | -17.1% | +3.3% |
| 1Y | +31.1% | +47.7% | -16.6% | +3.5% |
| All | +149.3% | +436.4% | -287.1% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling