+706.7%
ETN vs TNA
+86.1%
+620.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +3.5% | -7.3% | +10.8% | +5.9% |
| 30D | -7.5% | -14.2% | +6.7% | -3.2% |
| 3M | +8.3% | -4.6% | +12.9% | +9.8% |
| 6M | +20.2% | +36.9% | -16.7% | +8.7% |
| YTD | +34.7% | +42.5% | -7.9% | +19.6% |
| 1Y | +19.4% | +45.8% | -26.3% | +4.5% |
| 3Y | +85.5% | +104.7% | -19.1% | +34.0% |
| 5Y | +186.6% | -21.7% | +208.3% | +143.8% |
| All | +706.7% | +86.1% | +620.6% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling