+675.9%
ETN vs TMF
-86.4%
+762.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +2.0% | -1.9% |
| 7D | +3.0% | -4.8% | +7.8% | +2.4% |
| 30D | -10.9% | -4.9% | -6.0% | -11.5% |
| 3M | +9.2% | -13.4% | +22.7% | +7.3% |
| 6M | +13.9% | -23.0% | +37.0% | +10.1% |
| YTD | +29.5% | -20.2% | +49.7% | +25.9% |
| 1Y | +14.2% | -26.5% | +40.7% | +10.0% |
| 3Y | +79.9% | -45.2% | +125.0% | +69.5% |
| 5Y | +175.7% | -88.4% | +264.1% | +92.0% |
| All | +675.9% | -86.4% | +762.4% | +537.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling