+81.1%
ETN vs TT
+120.7%
-39.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | +6.2% | +1.4% | +4.8% | +5.0% |
| 30D | -6.7% | -6.7% | 0.0% | -0.8% |
| 3M | +3.6% | -5.4% | +9.0% | +9.5% |
| 6M | +18.3% | +4.4% | +13.9% | +15.7% |
| YTD | +31.5% | +14.9% | +16.5% | +18.8% |
| 1Y | +20.6% | +9.3% | +11.3% | +13.2% |
| All | +81.1% | +120.7% | -39.6% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling