+20,513.9%
ETN vs TFC
+2,539.0%
+17,974.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.9% | +3.5% |
| 7D | +8.0% | +2.2% | +5.8% | +7.1% |
| 30D | -5.9% | -2.5% | -3.4% | -5.1% |
| 3M | +5.0% | +4.5% | +0.4% | +2.7% |
| 6M | +22.4% | +11.0% | +11.4% | +17.1% |
| YTD | +33.6% | +5.9% | +27.7% | +29.8% |
| 1Y | +22.1% | +14.6% | +7.6% | +14.9% |
| 3Y | +85.6% | +96.7% | -11.1% | +40.8% |
| 5Y | +179.2% | +15.6% | +163.7% | +149.7% |
| 10Y | +687.3% | +98.6% | +588.7% | +461.4% |
| All | +20,513.9% | +2,539.0% | +17,974.9% | +9,931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling