+17,892.1%
ETN vs TRMB
+3,227.2%
+14,664.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +3.0% | -5.4% | +8.5% | +4.1% |
| 30D | -10.9% | -2.0% | -9.0% | -10.7% |
| 3M | +9.2% | +12.3% | -3.1% | +6.4% |
| 6M | +13.9% | -17.6% | +31.5% | +17.2% |
| YTD | +29.5% | -27.5% | +57.0% | +36.1% |
| 1Y | +14.2% | -29.1% | +43.3% | +20.5% |
| 3Y | +79.9% | +11.5% | +68.4% | +74.7% |
| 5Y | +175.7% | -39.5% | +215.1% | +194.7% |
| 10Y | +693.2% | +118.6% | +574.6% | +584.0% |
| All | +17,892.1% | +3,227.2% | +14,664.9% | +11,439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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