+17,189.5%
ETN vs THC
+557.1%
+16,632.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +3.6% | +1.0% | +2.7% | +3.5% |
| 30D | -13.4% | +5.3% | -18.7% | -14.3% |
| 3M | -21.9% | +7.1% | -29.0% | -23.0% |
| 6M | -12.8% | +46.0% | -58.8% | -18.5% |
| YTD | +12.1% | +43.9% | -31.8% | +4.5% |
| 1Y | +0.8% | +45.4% | -44.6% | -6.2% |
| 3Y | +64.5% | +421.3% | -356.8% | +24.2% |
| 5Y | +121.7% | +261.5% | -139.7% | +71.8% |
| 10Y | +542.2% | +1,865.8% | -1,323.6% | +256.6% |
| All | +17,189.5% | +557.1% | +16,632.5% | +8,342.7% |
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 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