+6,379.3%
ETN vs TKO
+1,400.2%
+4,979.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | +2.3% | +1.2% | +3.1% |
| 30D | -7.5% | -2.5% | -5.0% | -7.2% |
| 3M | +8.3% | -10.6% | +18.9% | +10.1% |
| 6M | +20.2% | -5.1% | +25.2% | +20.5% |
| YTD | +34.7% | -8.2% | +42.9% | +35.6% |
| 1Y | +19.4% | -4.4% | +23.9% | +19.1% |
| 3Y | +85.5% | +100.4% | -14.9% | +59.1% |
| 5Y | +186.6% | +294.3% | -107.7% | +112.7% |
| 10Y | +724.7% | +983.2% | -258.5% | +379.3% |
| All | +6,379.3% | +1,400.2% | +4,979.1% | +2,512.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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