+1,100.7%
TNA vs THC
+3,969.0%
-2,868.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.1% |
| 7D | -2.1% | +0.2% | -2.4% | -2.1% |
| 30D | +3.1% | +9.0% | -5.9% | -2.0% |
| 3M | -20.2% | +12.9% | -33.1% | -26.1% |
| 6M | -10.0% | +52.8% | -62.9% | -32.7% |
| YTD | +30.3% | +47.4% | -17.1% | -2.6% |
| 1Y | +31.1% | +47.7% | -16.6% | -2.3% |
| 3Y | +149.4% | +444.7% | -295.3% | -18.0% |
| 5Y | -42.5% | +269.3% | -311.7% | -76.2% |
| 10Y | +46.7% | +1,913.5% | -1,866.8% | -79.2% |
| All | +1,100.7% | +3,969.0% | -2,868.3% | -23.4% |
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 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