+25.4%
TMO vs ETN
-1.0%
+26.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.9% | +11.0% | +1.4% |
| 7D | +0.3% | -10.1% | +10.4% | +0.5% |
| 30D | +4.3% | -18.4% | +22.7% | +4.5% |
| 3M | +25.1% | -20.4% | +45.6% | +25.3% |
| 6M | +52.9% | -16.0% | +68.9% | +53.2% |
| YTD | +22.2% | +11.8% | +10.4% | +16.1% |
| 1Y | +25.4% | -5.5% | +30.9% | +22.8% |
| All | +25.4% | -1.0% | +26.4% | +22.8% |
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