+120.5%
ETN vs TT
+131.0%
-10.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.5% |
| 7D | +3.6% | +4.0% | -0.4% | +0.3% |
| 30D | -13.4% | -11.3% | -2.1% | -4.2% |
| 3M | -21.9% | -12.3% | -9.6% | -12.6% |
| 6M | -12.8% | -10.8% | -1.9% | -3.2% |
| YTD | +12.1% | +8.2% | +3.9% | +7.4% |
| 1Y | +0.8% | +1.5% | -0.6% | +1.5% |
| 3Y | +64.5% | +91.5% | -27.0% | +5.5% |
| All | +120.5% | +131.0% | -10.5% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling