+19,880.1%
ETN vs TRV
+6,607.4%
+13,272.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +3.0% | -1.5% | +4.5% | +3.6% |
| 30D | -10.9% | -1.8% | -9.1% | -10.4% |
| 3M | +9.2% | +21.6% | -12.3% | +0.2% |
| 6M | +13.9% | +22.5% | -8.5% | +3.8% |
| YTD | +29.5% | +28.1% | +1.4% | +15.7% |
| 1Y | +14.2% | +37.0% | -22.8% | -1.1% |
| 3Y | +79.9% | +141.9% | -62.0% | +20.7% |
| 5Y | +175.7% | +158.5% | +17.2% | +78.5% |
| 10Y | +693.2% | +297.5% | +395.7% | +325.4% |
| All | +19,880.1% | +6,607.4% | +13,272.6% | +4,585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling