+376.4%
TTD vs ETN
+732.5%
-356.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.3% | +0.4% |
| 7D | -0.6% | +3.5% | -4.2% | -2.7% |
| 30D | +6.3% | -7.5% | +13.8% | +10.4% |
| 3M | -24.1% | +8.3% | -32.5% | -30.2% |
| 6M | -47.4% | +20.2% | -67.6% | -56.3% |
| YTD | -62.2% | +34.7% | -96.9% | -71.3% |
| 1Y | -68.3% | +19.4% | -87.8% | -74.2% |
| 3Y | -83.4% | +85.5% | -168.9% | -90.5% |
| 5Y | -80.3% | +186.6% | -266.9% | -91.7% |
| All | +376.4% | +732.5% | -356.1% | -3.5% |
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