+19,963.1%
ETN vs TT
+16,138.6%
+3,824.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.0% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -7.9% | -7.2% | -0.8% | -4.3% |
| 3M | -1.6% | -3.0% | +1.4% | +0.5% |
| 6M | +16.9% | +1.4% | +15.5% | +17.2% |
| YTD | +30.1% | +15.9% | +14.2% | +21.9% |
| 1Y | +19.3% | +9.4% | +9.9% | +15.0% |
| 3Y | +82.5% | +124.4% | -41.9% | +24.8% |
| 5Y | +166.8% | +138.0% | +28.8% | +76.7% |
| 10Y | +649.7% | +886.4% | -236.7% | +160.5% |
| All | +19,963.1% | +16,138.6% | +3,824.4% | +2,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling