+20,419.5%
TXN vs ETN
+19,968.1%
+451.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | +2.0% | +3.0% | -1.1% | +0.3% |
| 30D | -8.0% | -10.9% | +2.9% | -2.4% |
| 3M | -7.8% | +9.2% | -17.0% | -12.2% |
| 6M | +32.4% | +13.9% | +18.5% | +23.4% |
| YTD | +51.7% | +29.5% | +22.2% | +32.0% |
| 1Y | +44.3% | +14.2% | +30.1% | +33.0% |
| 3Y | +71.3% | +79.9% | -8.6% | +20.2% |
| 5Y | +56.4% | +175.7% | -119.3% | -13.2% |
| 10Y | +410.2% | +693.2% | -283.0% | +57.7% |
| All | +20,419.5% | +19,968.1% | +451.4% | +1,222.6% |
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