+64.5%
ETN vs TPR
+403.8%
-339.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -13.4% | +15.1% | -28.5% | -17.1% |
| 3M | -21.9% | +3.5% | -25.4% | -23.1% |
| 6M | -12.8% | +0.4% | -13.2% | -14.6% |
| YTD | +12.1% | +4.6% | +7.5% | +8.1% |
| 1Y | +0.8% | +33.1% | -32.3% | -10.1% |
| 3Y | +64.5% | +396.0% | -331.5% | -0.1% |
| All | +64.5% | +403.8% | -339.3% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling