{"schemaVersion":1,"ticker":"TMYY","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tmyy/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, TMYY against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/tmyy/"},"benchmark":{"ticker":"TSM","name":"TSMC (TSM)","tier":1,"kind":"stock","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":95.03,"date":"2026-09-22","url":"https://graniteshares.com/media/3bbls5qq/graniteshares-yieldboost-tsm-etf-19-a-notice-09182026.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":95.1,"from":"2026-04-21","to":"2026-09-22","notices":12,"distributions":29,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":1.97,"fiscalYearEnd":"2026-06-30","filed":"2026-09-04","url":"https://www.sec.gov/Archives/edgar/data/1689873/000149315226041612/formn-csr.htm"}},"kind":"benchmark","a":"TMYY","b":"TSM","window":{"from":"2026-04-24","to":"2026-10-30","firstReturn":"2026-05-01","weeklyReturns":27,"years":0.52,"short":true,"weekEnding":"2026-11-01","cumulativeOnly":"27 weekly returns, 2026-04-24 to 2026-10-30: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03868321,"perWeek":0.0007439078,"days":131,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.05067063,"b":0.01408927,"edge":"TMYY","lead":"TMYY"},"annualised":{"a":null,"b":null,"absent":"27 weekly returns, under the 52 an annualised number needs"},"price":{"a":-0.21156137,"b":0.00911892,"edge":"TSM","lead":"TSM"},"volatility":{"a":null,"b":null,"absent":"27 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"27 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.0826782,"b":-0.14097466,"edge":"TMYY","lead":"TMYY","aPeak":"2026-10-02","aTrough":"2026-10-30","bPeak":"2026-10-02","bTrough":"2026-10-30"},"excess":{"a":null,"b":null,"absent":"27 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"27 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"27 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"27 weekly returns, under the 52 an annualised number needs"}},"relative":{"TMYY":{"on":"TSM","beta":0.44860895,"r2":0.65186136,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":16,"downWeeks":11,"absent":"27 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true}}}},"sources":{"TMYY":{"kept":"2026-11-01","distributions":27,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":27,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.05067063}},"TSM":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":27,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.01408927}}}}