+19.4%
ETN vs TEM
-25.7%
+45.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.5% | -8.7% | +12.2% | +4.8% |
| 30D | -7.5% | +8.1% | -15.6% | -8.7% |
| 3M | +8.3% | +19.0% | -10.7% | +4.5% |
| 6M | +20.2% | +12.0% | +8.2% | +16.2% |
| YTD | +34.7% | -0.1% | +34.7% | +31.9% |
| 1Y | +19.4% | -33.5% | +53.0% | +26.7% |
| All | +19.4% | -25.7% | +45.1% | +26.7% |
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