-22.5%
TNA vs THC
+258.2%
-280.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -6.6% |
| 7D | -3.6% | +4.1% | -7.7% | -6.2% |
| 30D | -10.1% | +3.5% | -13.6% | -12.5% |
| 3M | +2.7% | +61.7% | -59.0% | -27.8% |
| 6M | +38.4% | +11.8% | +26.6% | +24.0% |
| YTD | +45.4% | +35.4% | +10.0% | +11.2% |
| 1Y | +55.9% | +37.0% | +18.9% | +16.9% |
| 3Y | +109.8% | +260.1% | -150.3% | -31.1% |
| 5Y | -22.5% | +262.6% | -285.1% | -73.1% |
| All | -22.5% | +258.2% | -280.8% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling