+19.4%
ETN vs TDG
-11.6%
+31.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.7% |
| 7D | +3.5% | -1.9% | +5.4% | +4.0% |
| 30D | -7.5% | -7.7% | +0.2% | -5.8% |
| 3M | +8.3% | -9.3% | +17.7% | +10.7% |
| 6M | +20.2% | -9.4% | +29.6% | +21.9% |
| YTD | +34.7% | -14.3% | +48.9% | +36.5% |
| 1Y | +19.4% | -11.8% | +31.3% | +20.4% |
| All | +19.4% | -11.6% | +31.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling