+675.9%
ETN vs TPR
+318.3%
+357.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.1% |
| 7D | +3.0% | -5.1% | +8.2% | +4.8% |
| 30D | -10.9% | -27.6% | +16.6% | -1.6% |
| 3M | +9.2% | -17.5% | +26.7% | +15.0% |
| 6M | +13.9% | -21.3% | +35.2% | +21.5% |
| YTD | +29.5% | -8.5% | +38.0% | +30.6% |
| 1Y | +14.2% | +11.5% | +2.8% | +7.1% |
| 3Y | +79.9% | +288.0% | -208.1% | +6.1% |
| 5Y | +175.7% | +225.2% | -49.5% | +65.1% |
| All | +675.9% | +318.3% | +357.6% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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