+675.9%
ETN vs TT
+954.8%
-278.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.7% |
| 7D | +3.0% | -1.0% | +4.0% | +3.8% |
| 30D | -10.9% | -8.9% | -2.0% | -4.0% |
| 3M | +9.2% | -1.8% | +11.1% | +11.6% |
| 6M | +13.9% | +1.9% | +12.0% | +13.5% |
| YTD | +29.5% | +13.8% | +15.7% | +18.1% |
| 1Y | +14.2% | +6.1% | +8.1% | +9.7% |
| 3Y | +79.9% | +119.6% | -39.7% | -0.8% |
| 5Y | +175.7% | +145.9% | +29.8% | +36.9% |
| All | +675.9% | +954.8% | -278.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling