+6,875.1%
ETN vs TPR
+7,380.8%
-505.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.0% | -2.3% | +4.3% | +2.8% |
| 30D | -7.9% | -23.0% | +15.0% | -0.3% |
| 3M | -1.6% | -12.5% | +10.9% | +1.7% |
| 6M | +16.9% | -21.4% | +38.3% | +24.8% |
| YTD | +30.1% | -3.5% | +33.6% | +29.1% |
| 1Y | +19.3% | +17.4% | +1.9% | +10.2% |
| 3Y | +82.5% | +291.3% | -208.7% | +8.1% |
| 5Y | +166.8% | +241.9% | -75.1% | +58.1% |
| 10Y | +649.7% | +322.7% | +327.1% | +257.2% |
| All | +6,875.1% | +7,380.8% | -505.7% | +1,528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling