{"schemaVersion":1,"ticker":"TSMY","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tsmy/","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, TSMY against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/tsmy/"},"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":1.12,"date":"2026-10-30","url":"https://yieldmaxetfs.com/our-etfs/tsmy/"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":70.6,"from":"2025-11-07","to":"2026-10-30","notices":48,"distributions":52,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":21.61,"fiscalYearEnd":"2025-10-31","filed":"2026-03-06","url":"https://www.sec.gov/Archives/edgar/data/1924868/000199937126005229/yieldmax_ncsra-103125.htm"}},"kind":"benchmark","a":"TSMY","b":"TSM","window":{"from":"2024-08-30","to":"2026-10-30","firstReturn":"2024-09-06","weeklyReturns":113,"years":2.17,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04088632,"perWeek":0.0007862754,"days":541,"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":0.93907232,"b":1.4317173,"edge":"TSM","lead":"TSM"},"annualised":{"a":0.35626372,"b":0.5051796,"edge":"TSM","lead":"TSM"},"price":{"a":-0.32298637,"b":1.36534653,"edge":"TSM","lead":"TSM"},"volatility":{"a":0.27686969,"b":0.32820918,"edge":"TSMY","lead":"TSMY"},"downsideDeviation":{"a":0.18391648,"b":0.20526194,"edge":"TSMY","lead":"TSMY"},"maxDrawdown":{"a":-0.2911144,"b":-0.335768,"edge":"TSMY","lead":"TSMY","aPeak":"2025-01-24","aTrough":"2025-04-04","bPeak":"2025-01-24","bTrough":"2025-04-04"},"excess":{"a":0.30297201,"b":0.42298617,"edge":"TSM","lead":"TSM"},"sharpe":{"a":1.09427656,"b":1.28877009,"edge":"TSM","lead":"TSM"},"sortino":{"a":1.64733479,"b":2.06071408,"edge":"TSM","lead":"TSM"},"calmar":{"a":1.22379286,"b":1.50454957,"edge":"TSM","lead":"TSM"}},"relative":{"TSMY":{"on":"TSM","beta":0.82392242,"r2":0.95394485,"alpha":-0.04553578,"alphaT":-1.10698277,"alphaLow":-0.12704761,"alphaHigh":0.03597605,"upsideCapture":0.61848477,"downsideCapture":0.92467304,"treynor":0.3677191,"trackingError":0.08288642,"informationRatio":-1.44793522,"upWeeks":63,"downWeeks":50,"treynorReference":0.42298617,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"TSM","lead":"TSM"},"downsideCapture":{"edge":"TSMY (slight)","lead":"TSMY"},"treynor":{"edge":"TSM","lead":"TSM"},"informationRatio":{"edge":null,"lead":"TSM","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TSMY":{"kept":"2026-11-01","distributions":69,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":113,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.93907232}},"TSM":{"kept":"2026-11-01","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":113,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.4317173}}}}