+3,838.4%
ETN vs TRI
+499.2%
+3,339.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +3.0% | -14.4% | +17.4% | +9.9% |
| 30D | -10.9% | -8.1% | -2.8% | -8.4% |
| 3M | +9.2% | +17.5% | -8.3% | -3.3% |
| 6M | +13.9% | -5.0% | +18.9% | +8.8% |
| YTD | +29.5% | -24.7% | +54.2% | +36.0% |
| 1Y | +14.2% | -41.5% | +55.7% | +37.2% |
| 3Y | +79.9% | -20.3% | +100.2% | +76.5% |
| 5Y | +175.7% | -10.9% | +186.6% | +151.1% |
| 10Y | +693.2% | +190.6% | +502.7% | +260.6% |
| All | +3,838.4% | +499.2% | +3,339.2% | +1,020.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling