+59.6%
TXN vs ETN
+185.4%
-125.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.1% | +1.7% |
| 7D | +4.0% | +3.5% | +0.4% | +2.0% |
| 30D | -2.9% | -7.5% | +4.7% | +1.2% |
| 3M | -9.1% | +8.3% | -17.4% | -13.2% |
| 6M | +36.6% | +20.2% | +16.5% | +24.0% |
| YTD | +57.5% | +34.7% | +22.8% | +34.6% |
| 1Y | +49.5% | +19.4% | +30.1% | +34.8% |
| 3Y | +76.5% | +85.5% | -9.0% | +17.8% |
| All | +59.6% | +185.4% | -125.8% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling