+64.5%
ETN vs TT
+91.4%
-26.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.3% |
| 7D | +3.6% | +4.0% | -0.4% | -0.2% |
| 30D | -13.4% | -11.3% | -2.1% | -2.9% |
| 3M | -21.9% | -12.3% | -9.6% | -11.4% |
| 6M | -12.8% | -10.8% | -1.9% | -2.0% |
| YTD | +12.1% | +8.2% | +3.9% | +6.5% |
| 1Y | +0.8% | +1.5% | -0.6% | +1.4% |
| 3Y | +64.5% | +91.5% | -27.0% | -5.4% |
| All | +64.5% | +91.4% | -26.9% | -5.4% |
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