+190.4%
ETN vs TRV
+162.8%
+27.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.5% |
| 7D | +3.5% | +1.9% | +1.6% | +3.1% |
| 30D | -7.5% | +1.7% | -9.2% | -7.9% |
| 3M | +8.3% | +23.9% | -15.6% | +2.0% |
| 6M | +20.2% | +26.3% | -6.1% | +12.3% |
| YTD | +34.7% | +30.8% | +3.9% | +24.3% |
| 1Y | +19.4% | +36.3% | -16.9% | +8.5% |
| 3Y | +85.5% | +145.0% | -59.5% | +29.5% |
| All | +190.4% | +162.8% | +27.6% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling