+1,316.1%
TNA vs THC
+3,581.2%
-2,265.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -4.9% | +1.3% | -6.2% | -5.9% |
| 3M | +0.4% | +64.2% | -63.9% | -27.3% |
| 6M | +32.5% | +8.3% | +24.3% | +22.0% |
| YTD | +53.7% | +33.4% | +20.3% | +22.3% |
| 1Y | +65.1% | +37.7% | +27.4% | +27.9% |
| 3Y | +98.4% | +236.8% | -138.3% | -12.9% |
| 5Y | -22.5% | +249.3% | -271.7% | -66.9% |
| 10Y | +82.5% | +995.2% | -912.7% | -65.2% |
| All | +1,316.1% | +3,581.2% | -2,265.2% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling