+6,910.0%
ETN vs TTMI
+497.9%
+6,412.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.9% |
| 7D | +6.2% | +7.5% | -1.2% | +4.8% |
| 30D | -6.7% | -4.5% | -2.2% | -6.1% |
| 3M | +3.6% | -28.5% | +32.1% | +9.4% |
| 6M | +18.3% | +28.4% | -10.0% | +11.3% |
| YTD | +31.5% | +80.1% | -48.6% | +14.8% |
| 1Y | +20.6% | +161.0% | -140.5% | -2.3% |
| 3Y | +82.5% | +862.4% | -779.9% | +15.2% |
| 5Y | +177.8% | +812.9% | -635.1% | +73.6% |
| 10Y | +705.0% | +1,094.7% | -389.7% | +367.7% |
| All | +6,910.0% | +497.9% | +6,412.1% | +3,350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling