-11.8%
TNA vs THC
+49.7%
-61.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.7% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -0.7% | +7.5% | -8.2% | -1.0% |
| 3M | -25.4% | +7.5% | -32.9% | -25.6% |
| 6M | -11.8% | +46.4% | -58.3% | -18.1% |
| All | -11.8% | +49.7% | -61.5% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling