+19.4%
ETN vs TPR
+12.3%
+7.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.4% |
| 7D | +3.5% | -3.0% | +6.5% | +4.2% |
| 30D | -7.5% | -22.6% | +15.1% | -1.8% |
| 3M | +8.3% | -18.2% | +26.5% | +12.6% |
| 6M | +20.2% | -18.0% | +38.2% | +24.3% |
| YTD | +34.7% | -6.4% | +41.1% | +34.6% |
| 1Y | +19.4% | +12.3% | +7.1% | +12.4% |
| All | +19.4% | +12.3% | +7.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling