+19.3%
ETN vs TEM
-15.5%
+34.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +2.0% | +0.9% | +1.1% | +1.9% |
| 30D | -7.9% | +38.4% | -46.3% | -12.1% |
| 3M | -1.6% | +23.7% | -25.3% | -5.2% |
| 6M | +16.9% | +26.0% | -9.1% | +11.6% |
| YTD | +30.1% | +9.4% | +20.6% | +26.1% |
| 1Y | +19.3% | -17.3% | +36.6% | +24.1% |
| All | +19.3% | -15.5% | +34.8% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling