+14.2%
ETN vs THC
+33.0%
-18.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.5% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -10.9% | +1.5% | -12.5% | -10.9% |
| 3M | +9.2% | +59.9% | -50.7% | +5.9% |
| 6M | +13.9% | +11.0% | +2.9% | +15.6% |
| YTD | +29.5% | +32.6% | -3.0% | +27.7% |
| 1Y | +14.2% | +37.4% | -23.2% | +13.1% |
| All | +14.2% | +33.0% | -18.8% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling