+17,189.5%
ETN vs TT
+15,054.2%
+2,135.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | +3.6% | +4.0% | -0.4% | +1.6% |
| 30D | -13.4% | -11.3% | -2.1% | -7.7% |
| 3M | -21.9% | -12.3% | -9.6% | -16.1% |
| 6M | -12.8% | -10.8% | -1.9% | -6.5% |
| YTD | +12.1% | +8.2% | +3.9% | +9.3% |
| 1Y | +0.8% | +1.5% | -0.6% | +1.6% |
| 3Y | +64.5% | +91.5% | -27.0% | +22.7% |
| 5Y | +121.7% | +130.2% | -8.5% | +50.2% |
| 10Y | +542.2% | +727.9% | -185.7% | +143.2% |
| All | +17,189.5% | +15,054.2% | +2,135.3% | +2,136.5% |
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