+365.8%
TTD vs ETN
+726.2%
-360.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.6% | -4.4% |
| 7D | +1.7% | +8.0% | -6.3% | -2.8% |
| 30D | +1.6% | -5.9% | +7.5% | +4.5% |
| 3M | -27.8% | +5.0% | -32.8% | -32.5% |
| 6M | -52.1% | +22.4% | -74.5% | -60.7% |
| YTD | -63.1% | +33.6% | -96.7% | -71.9% |
| 1Y | -73.1% | +22.1% | -95.2% | -78.5% |
| 3Y | -83.3% | +85.6% | -168.9% | -90.4% |
| 5Y | -80.6% | +179.2% | -259.9% | -91.7% |
| All | +365.8% | +726.2% | -360.4% | -5.3% |
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