+78.4%
ETN vs TAP
-33.1%
+111.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +3.0% | -5.3% | +8.3% | +2.8% |
| 30D | -10.9% | -7.4% | -3.6% | -11.1% |
| 3M | +9.2% | -4.9% | +14.2% | +9.1% |
| 6M | +13.9% | -14.2% | +28.1% | +14.7% |
| YTD | +29.5% | -14.8% | +44.4% | +30.4% |
| 1Y | +14.2% | -18.1% | +32.3% | +15.4% |
| All | +78.4% | -33.1% | +111.5% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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