+19.4%
ETN vs TFC
+16.6%
+2.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +3.5% | -2.4% | +6.0% | +4.1% |
| 30D | -7.5% | -3.4% | -4.2% | -6.8% |
| 3M | +8.3% | +0.4% | +7.9% | +7.6% |
| 6M | +20.2% | +12.7% | +7.5% | +14.2% |
| YTD | +34.7% | +5.6% | +29.1% | +29.7% |
| 1Y | +19.4% | +16.0% | +3.4% | +10.5% |
| All | +19.4% | +16.6% | +2.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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