+36.0%
TSM vs ETN
-1.0%
+37.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.9% | +7.6% | +3.8% |
| 7D | -10.0% | -10.1% | +0.2% | -4.3% |
| 30D | -18.5% | -18.4% | -0.2% | -8.1% |
| 3M | -4.9% | -20.4% | +15.5% | +8.6% |
| 6M | -1.0% | -16.0% | +15.0% | +8.5% |
| YTD | +31.3% | +11.8% | +19.5% | +17.7% |
| 1Y | +36.0% | -5.5% | +41.5% | +33.2% |
| All | +36.0% | -1.0% | +37.0% | +33.2% |
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