+190.4%
ETN vs TTMI
+830.4%
-640.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.6% | +3.0% |
| 7D | +3.5% | +0.7% | +2.9% | +3.3% |
| 30D | -7.5% | -8.4% | +0.9% | -5.4% |
| 3M | +8.3% | -32.5% | +40.8% | +19.6% |
| 6M | +20.2% | +32.5% | -12.3% | +7.9% |
| YTD | +34.7% | +83.2% | -48.6% | +7.4% |
| 1Y | +19.4% | +161.7% | -142.2% | -16.0% |
| 3Y | +85.5% | +890.1% | -804.6% | -15.1% |
| All | +190.4% | +830.4% | -640.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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