+475.3%
ETN vs TW
+211.2%
+264.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +6.2% | -0.5% | +6.7% | +6.3% |
| 30D | -6.7% | -0.6% | -6.1% | -6.6% |
| 3M | +3.6% | +3.4% | +0.2% | +1.7% |
| 6M | +18.3% | -18.4% | +36.8% | +23.8% |
| YTD | +31.5% | -3.9% | +35.4% | +30.2% |
| 1Y | +20.6% | -13.3% | +33.9% | +23.0% |
| 3Y | +82.5% | +20.8% | +61.7% | +63.8% |
| 5Y | +177.8% | +20.3% | +157.5% | +144.6% |
| All | +475.3% | +211.2% | +264.1% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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