+19.3%
ETN vs TPG
-6.0%
+25.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.7% |
| 7D | +2.0% | -2.4% | +4.4% | +2.6% |
| 30D | -7.9% | +11.1% | -19.0% | -10.3% |
| 3M | -1.6% | +26.3% | -27.9% | -7.0% |
| 6M | +16.9% | +18.3% | -1.5% | +11.1% |
| YTD | +30.1% | -14.4% | +44.5% | +31.3% |
| 1Y | +19.3% | -6.7% | +26.0% | +19.6% |
| All | +19.3% | -6.0% | +25.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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