+14.2%
ETN vs TT
+7.0%
+7.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.5% |
| 7D | +3.0% | -1.0% | +4.0% | +4.0% |
| 30D | -10.9% | -8.9% | -2.0% | -2.8% |
| 3M | +9.2% | -1.8% | +11.1% | +12.3% |
| 6M | +13.9% | +1.9% | +12.0% | +15.0% |
| YTD | +29.5% | +13.8% | +15.7% | +23.6% |
| 1Y | +14.2% | +6.1% | +8.1% | +14.0% |
| All | +14.2% | +7.0% | +7.2% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling