+167.4%
ETN vs TPG
+74.1%
+93.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.4% |
| 7D | +3.5% | -9.4% | +13.0% | +7.2% |
| 30D | -7.5% | -5.3% | -2.3% | -6.1% |
| 3M | +8.3% | +12.9% | -4.6% | +3.0% |
| 6M | +20.2% | +20.1% | +0.1% | +10.9% |
| YTD | +34.7% | -22.5% | +57.2% | +45.3% |
| 1Y | +19.4% | -19.7% | +39.1% | +26.5% |
| 3Y | +85.5% | +81.2% | +4.3% | +47.4% |
| All | +167.4% | +74.1% | +93.2% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling