+670.8%
ETN vs TRU
+225.6%
+445.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +3.0% | -9.4% | +12.4% | +6.3% |
| 30D | -10.9% | -4.1% | -6.8% | -10.0% |
| 3M | +9.2% | +13.6% | -4.3% | +2.4% |
| 6M | +13.9% | +3.6% | +10.3% | +9.6% |
| YTD | +29.5% | -9.8% | +39.3% | +29.6% |
| 1Y | +14.2% | -13.6% | +27.9% | +15.2% |
| 3Y | +79.9% | -2.0% | +81.8% | +64.3% |
| 5Y | +175.7% | -35.8% | +211.5% | +197.5% |
| 10Y | +693.2% | +142.9% | +550.3% | +414.1% |
| All | +670.8% | +225.6% | +445.2% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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