+81.1%
ETN vs THC
+258.2%
-177.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.2% |
| 7D | +6.2% | +4.1% | +2.2% | +5.6% |
| 30D | -6.7% | +3.5% | -10.2% | -7.2% |
| 3M | +3.6% | +61.7% | -58.1% | -4.8% |
| 6M | +18.3% | +11.8% | +6.5% | +16.3% |
| YTD | +31.5% | +35.4% | -4.0% | +24.0% |
| 1Y | +20.6% | +37.0% | -16.4% | +13.0% |
| All | +81.1% | +258.2% | -177.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling