+544.6%
ETN vs TMF
-82.1%
+626.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.9% |
| 7D | +3.6% | -9.3% | +12.9% | +2.3% |
| 30D | -13.4% | +1.9% | -15.3% | -13.0% |
| 3M | -21.9% | -11.2% | -10.7% | -22.9% |
| 6M | -12.8% | -17.7% | +4.9% | -14.8% |
| YTD | +12.1% | -24.5% | +36.5% | +8.5% |
| 1Y | +0.8% | -29.4% | +30.3% | -3.3% |
| 3Y | +64.5% | -33.4% | +97.9% | +60.2% |
| 5Y | +121.7% | -88.7% | +210.4% | +54.1% |
| All | +544.6% | -82.1% | +626.7% | +437.0% |
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