+175.7%
ETN vs TFC
+14.0%
+161.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | +3.0% | -2.5% | +5.5% | +4.0% |
| 30D | -10.9% | -2.8% | -8.1% | -10.0% |
| 3M | +9.2% | +2.1% | +7.1% | +7.8% |
| 6M | +13.9% | +10.1% | +3.8% | +9.1% |
| YTD | +29.5% | +5.4% | +24.1% | +25.8% |
| 1Y | +14.2% | +16.3% | -2.1% | +6.6% |
| 3Y | +79.9% | +95.9% | -16.0% | +37.6% |
| 5Y | +175.7% | +16.0% | +159.7% | +159.5% |
| All | +175.7% | +14.0% | +161.7% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling