-5.5%
ETN vs TGT
+86.7%
-92.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +5.6% | -15.5% | -9.2% |
| 7D | -10.1% | +9.5% | -19.6% | -9.4% |
| 30D | -18.4% | +6.6% | -25.0% | -17.7% |
| 3M | -20.4% | +11.0% | -31.4% | -19.9% |
| 6M | -16.0% | +29.9% | -45.8% | -16.6% |
| YTD | +11.8% | +71.4% | -59.7% | +1.6% |
| 1Y | -5.5% | +88.6% | -94.1% | -18.0% |
| All | -5.5% | +86.7% | -92.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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