+8,187.2%
TMO vs ETN
+20,763.6%
-12,576.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -0.4% |
| 7D | -0.6% | +3.5% | -4.2% | -2.0% |
| 30D | +1.1% | -7.5% | +8.6% | +3.8% |
| 3M | +28.3% | +8.3% | +20.0% | +22.7% |
| 6M | +23.3% | +20.2% | +3.1% | +12.0% |
| YTD | +5.5% | +34.7% | -29.2% | -8.9% |
| 1Y | +24.5% | +19.4% | +5.1% | +12.1% |
| 3Y | +19.6% | +85.5% | -65.9% | -13.1% |
| 5Y | +8.1% | +186.6% | -178.5% | -34.9% |
| 10Y | +336.7% | +724.7% | -388.0% | +63.6% |
| All | +8,187.2% | +20,763.6% | -12,576.5% | +1,024.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling