+706.7%
ETN vs TRI
+196.2%
+510.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | +3.5% | -7.9% | +11.4% | +5.7% |
| 30D | -7.5% | -4.5% | -3.0% | -6.9% |
| 3M | +8.3% | +22.1% | -13.8% | -1.4% |
| 6M | +20.2% | -2.8% | +23.0% | +17.3% |
| YTD | +34.7% | -23.4% | +58.1% | +45.1% |
| 1Y | +19.4% | -41.5% | +61.0% | +48.4% |
| 3Y | +85.5% | -19.2% | +104.7% | +83.3% |
| 5Y | +186.6% | -9.4% | +196.0% | +159.2% |
| All | +706.7% | +196.2% | +510.4% | +335.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling