+13,957.4%
TSM vs ETN
+4,663.4%
+9,294.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +0.8% |
| 7D | +6.0% | +8.0% | -2.0% | +1.4% |
| 30D | +4.5% | -5.9% | +10.4% | +8.1% |
| 3M | +3.1% | +5.0% | -1.9% | -0.2% |
| 6M | +30.2% | +22.4% | +7.8% | +14.9% |
| YTD | +45.2% | +33.6% | +11.6% | +21.7% |
| 1Y | +79.6% | +22.1% | +57.4% | +58.2% |
| 3Y | +411.0% | +85.6% | +325.4% | +257.0% |
| 5Y | +290.7% | +179.2% | +111.5% | +113.9% |
| 10Y | +1,753.6% | +687.3% | +1,066.3% | +429.8% |
| All | +13,957.4% | +4,663.4% | +9,294.0% | +1,523.2% |
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 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