+391.2%
ETN vs TE
-49.8%
+441.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -1.4% |
| 7D | +6.2% | +15.0% | -8.8% | +4.9% |
| 30D | -6.7% | -7.5% | +0.8% | -6.2% |
| 3M | +3.6% | -42.0% | +45.6% | +7.6% |
| 6M | +18.3% | -31.4% | +49.7% | +19.4% |
| YTD | +31.5% | -26.5% | +58.0% | +30.7% |
| 1Y | +20.6% | +153.1% | -132.5% | +5.4% |
| 3Y | +82.5% | -20.7% | +103.2% | +62.2% |
| 5Y | +177.8% | -45.4% | +223.2% | +148.8% |
| All | +391.2% | -49.8% | +441.0% | +350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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