+19,963.1%
ETN vs THC
+508.9%
+19,454.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | -7.9% | +1.3% | -9.2% | -8.1% |
| 3M | -1.6% | +64.2% | -65.9% | -9.3% |
| 6M | +16.9% | +8.3% | +8.6% | +14.4% |
| YTD | +30.1% | +33.4% | -3.3% | +23.1% |
| 1Y | +19.3% | +37.7% | -18.4% | +12.0% |
| 3Y | +82.5% | +236.8% | -154.3% | +47.2% |
| 5Y | +166.8% | +249.3% | -82.4% | +108.2% |
| 10Y | +649.7% | +995.2% | -345.5% | +346.4% |
| All | +19,963.1% | +508.9% | +19,454.2% | +9,842.1% |
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 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