+177.8%
ETN vs TPR
+225.0%
-47.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.7% |
| 7D | +6.2% | -7.3% | +13.5% | +8.6% |
| 30D | -6.7% | -30.7% | +24.0% | +3.3% |
| 3M | +3.6% | -21.6% | +25.2% | +10.2% |
| 6M | +18.3% | -21.3% | +39.6% | +25.3% |
| YTD | +31.5% | -10.2% | +41.6% | +33.2% |
| 1Y | +20.6% | +9.5% | +11.1% | +14.4% |
| 3Y | +82.5% | +280.8% | -198.2% | +15.8% |
| 5Y | +177.8% | +218.7% | -40.9% | +80.1% |
| All | +177.8% | +225.0% | -47.2% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling