+131.2%
TLT vs ETN
+4,268.4%
-4,137.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | +0.4% |
| 7D | +0.4% | +8.0% | -7.6% | +1.5% |
| 30D | -0.3% | -5.9% | +5.6% | -1.1% |
| 3M | -1.7% | +5.0% | -6.7% | -0.8% |
| 6M | -4.9% | +22.4% | -27.3% | -1.6% |
| YTD | -2.8% | +33.6% | -36.4% | +2.0% |
| 1Y | -4.2% | +22.1% | -26.3% | -0.6% |
| 3Y | -1.1% | +85.6% | -86.7% | +10.9% |
| 5Y | -33.7% | +179.2% | -213.0% | -19.8% |
| 10Y | -20.7% | +687.3% | -708.0% | +19.6% |
| All | +131.2% | +4,268.4% | -4,137.2% | +406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling