+19,963.1%
ETN vs TAP
+825.0%
+19,138.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | +2.0% | -2.3% | +4.3% | +2.5% |
| 30D | -7.9% | -2.1% | -5.8% | -7.6% |
| 3M | -1.6% | +6.6% | -8.2% | -3.5% |
| 6M | +16.9% | -11.5% | +28.4% | +18.8% |
| YTD | +30.1% | -10.3% | +40.3% | +31.6% |
| 1Y | +19.3% | -14.4% | +33.7% | +21.5% |
| 3Y | +82.5% | -28.3% | +110.8% | +90.7% |
| 5Y | +166.8% | +1.7% | +165.1% | +156.0% |
| 10Y | +649.7% | -49.2% | +698.9% | +694.9% |
| All | +19,963.1% | +825.0% | +19,138.1% | +15,312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling