+85.6%
ETN vs TMF
-42.4%
+127.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +8.0% | +1.0% | +7.1% | +8.1% |
| 30D | -5.9% | -1.8% | -4.1% | -5.9% |
| 3M | +5.0% | -8.2% | +13.2% | +4.9% |
| 6M | +22.4% | -19.5% | +41.9% | +21.8% |
| YTD | +33.6% | -16.0% | +49.6% | +33.3% |
| 1Y | +22.1% | -22.5% | +44.6% | +21.5% |
| 3Y | +85.6% | -42.3% | +127.9% | +73.4% |
| All | +85.6% | -42.4% | +127.9% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling