+5,910.9%
ETN vs TPR
+8,009.8%
-2,098.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.9% |
| 3M | -21.9% | +3.5% | -25.4% | -23.5% |
| 6M | -12.8% | +0.4% | -13.2% | -14.7% |
| YTD | +12.1% | +4.6% | +7.5% | +7.4% |
| 1Y | +0.8% | +33.1% | -32.3% | -11.1% |
| 3Y | +64.5% | +396.0% | -331.5% | -10.6% |
| 5Y | +121.7% | +230.3% | -108.5% | +32.7% |
| 10Y | +542.2% | +368.4% | +173.8% | +193.5% |
| All | +5,910.9% | +8,009.8% | -2,098.9% | +1,255.0% |
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