+64.5%
ETN vs TMF
-32.2%
+96.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.8% |
| 7D | +3.6% | -9.3% | +12.9% | +3.2% |
| 30D | -13.4% | +1.9% | -15.3% | -13.4% |
| 3M | -21.9% | -11.2% | -10.7% | -22.1% |
| 6M | -12.8% | -17.7% | +4.9% | -13.2% |
| YTD | +12.1% | -24.5% | +36.5% | +11.1% |
| 1Y | +0.8% | -29.4% | +30.3% | -0.4% |
| 3Y | +64.5% | -33.4% | +97.9% | +58.0% |
| All | +64.5% | -32.2% | +96.7% | +58.0% |
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 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