+280.2%
TSM vs ETN
+185.4%
+94.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.7% | -1.6% |
| 7D | +1.0% | +3.5% | -2.5% | -1.5% |
| 30D | +1.0% | -7.5% | +8.5% | +6.4% |
| 3M | +2.9% | +8.3% | -5.4% | -3.5% |
| 6M | +22.8% | +20.2% | +2.6% | +6.3% |
| YTD | +43.3% | +34.7% | +8.6% | +14.0% |
| 1Y | +69.2% | +19.4% | +49.7% | +46.0% |
| 3Y | +404.5% | +85.5% | +319.0% | +229.8% |
| All | +280.2% | +185.4% | +94.8% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling