+190.4%
ETN vs TDY
+39.0%
+151.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.7% | +3.2% |
| 7D | +3.5% | -1.1% | +4.7% | +4.3% |
| 30D | -7.5% | -12.0% | +4.5% | +0.2% |
| 3M | +8.3% | -3.2% | +11.5% | +10.9% |
| 6M | +20.2% | -7.9% | +28.1% | +26.8% |
| YTD | +34.7% | +18.2% | +16.4% | +21.7% |
| 1Y | +19.4% | +6.7% | +12.8% | +14.6% |
| 3Y | +85.5% | +47.5% | +38.0% | +45.9% |
| All | +190.4% | +39.0% | +151.4% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling