-20.7%
TLT vs ETN
+730.7%
-751.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.5% |
| 7D | -1.6% | +3.5% | -5.2% | -1.3% |
| 30D | -1.1% | -7.5% | +6.4% | -1.8% |
| 3M | -4.9% | +8.3% | -13.2% | -3.9% |
| 6M | -5.0% | +20.2% | -25.2% | -2.9% |
| YTD | -4.4% | +34.7% | -39.0% | -0.9% |
| 1Y | -6.4% | +19.4% | -25.8% | -4.1% |
| 3Y | -2.0% | +85.5% | -87.5% | +7.1% |
| 5Y | -35.0% | +186.6% | -221.6% | -23.7% |
| All | -20.7% | +730.7% | -751.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling