+37.0%
ETN vs TEM
+47.5%
-10.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.5% | -8.7% | +12.2% | +4.6% |
| 30D | -7.5% | +8.1% | -15.6% | -8.8% |
| 3M | +8.3% | +19.0% | -10.7% | +5.2% |
| 6M | +20.2% | +12.0% | +8.2% | +16.8% |
| YTD | +34.7% | -0.1% | +34.7% | +32.1% |
| 1Y | +19.4% | -33.5% | +53.0% | +22.2% |
| All | +37.0% | +47.5% | -10.5% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling