+3,131.4%
ETN vs TNA
+913.2%
+2,218.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -0.5% |
| 7D | +3.0% | -7.6% | +10.6% | +5.6% |
| 30D | -10.9% | -13.6% | +2.7% | -6.8% |
| 3M | +9.2% | +2.8% | +6.4% | +8.2% |
| 6M | +13.9% | +34.5% | -20.6% | +3.1% |
| YTD | +29.5% | +41.0% | -11.5% | +14.8% |
| 1Y | +14.2% | +52.0% | -37.8% | -2.1% |
| 3Y | +79.9% | +103.5% | -23.6% | +27.8% |
| 5Y | +175.7% | -22.5% | +198.2% | +131.8% |
| 10Y | +693.2% | +81.9% | +611.4% | +272.8% |
| All | +3,131.4% | +913.2% | +2,218.2% | +448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling