+175.7%
ETN vs THC
+254.2%
-78.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -10.9% | +1.5% | -12.5% | -11.2% |
| 3M | +9.2% | +59.9% | -50.7% | -1.0% |
| 6M | +13.9% | +11.0% | +2.9% | +10.8% |
| YTD | +29.5% | +32.6% | -3.0% | +21.1% |
| 1Y | +14.2% | +37.4% | -23.2% | +5.5% |
| 3Y | +79.9% | +252.5% | -172.7% | +31.7% |
| 5Y | +175.7% | +262.3% | -86.7% | +97.1% |
| All | +175.7% | +254.2% | -78.5% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling