+25.8%
TMO vs ETN
+20.7%
+5.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -0.8% |
| 7D | -1.4% | +2.0% | -3.4% | -1.4% |
| 30D | +6.2% | -7.9% | +14.1% | +6.3% |
| 3M | +27.5% | -1.6% | +29.1% | +27.3% |
| 6M | +20.0% | +16.9% | +3.1% | +17.8% |
| YTD | +6.1% | +30.1% | -23.9% | +2.6% |
| 1Y | +25.8% | +19.3% | +6.5% | +22.2% |
| All | +25.8% | +20.7% | +5.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling