+19.6%
TMO vs ETN
+86.8%
-67.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.5% |
| 7D | -0.6% | +3.5% | -4.2% | -1.2% |
| 30D | +1.1% | -7.5% | +8.6% | +2.3% |
| 3M | +28.3% | +8.3% | +20.0% | +25.8% |
| 6M | +23.3% | +20.2% | +3.1% | +17.3% |
| YTD | +5.5% | +34.7% | -29.2% | -2.6% |
| 1Y | +24.5% | +19.4% | +5.1% | +17.9% |
| 3Y | +19.6% | +85.5% | -65.9% | -8.8% |
| All | +19.6% | +86.8% | -67.2% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling