TFPN Blueprint Chesapeake Multi-Asset Trend ETF
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Over the year to Nov 4, 2026, TFPN returned 14.2%, against 14.8% for VOO.
Promise check: Not measuredIts strategy, systematic trend, states no objective ETFIQ can measure.
TFPN risk and return scorecard
vs VOO · Jul 2023 to Oct 2026 · 171 weekly returns · dividend-adjusted
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 Method · Data
Money in and out
Net fund flows · Jun 30, 2026What you earned
How concentrated, and what does it cost?
More on TFPN
Every number below is on this page. Open what you need.Price, 1 year
$28.91−0.4%1 day, priceClose, Nov 4, 2026
Price only. No distribution was paid over these days, so total return is the same. Computed by ETFIQ from Tiingo daily prices.
Source: Tiingo end-of-day prices. Data as of Nov 4, 2026. Updated every trading night. Report a data error
| Window | Total return | Benchmark (VOO) | Gap to VOO |
|---|---|---|---|
| 1M Oct 5 – Nov 4, 2026 | −4.3% | −1.1% | −3.2 pts |
| 3M Aug 5 – Nov 4, 2026 | −3.4% | −0.1% | −3.3 pts |
| 6M May 6 – Nov 4, 2026 | −8.5% | +5.0% | −13.5 pts |
| YTD Dec 31, 2025 – Nov 4, 2026 | +12.5% | +13.4% | −0.9 pts |
| 1Y Nov 4, 2025 – Nov 4, 2026 | +14.2% | +14.8% | −0.6 pts |
| 3Y Nov 3, 2023 – Nov 4, 2026 | +18.6% | +83.3% | −64.7 pts |
| Since launch Jul 12, 2023 – Nov 4, 2026 | +17.8% | +79.4% | −61.6 pts |
| Since launch, annualised Jul 12, 2023 – Nov 4, 2026 | +5.1% | – | – |
Total returns, distributions reinvested.
Source: Tiingo end-of-day prices, with distributions reinvested.
TFPN in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, TFPN −1.32%.
How much it diversifies a stock portfolio, ranked against 17 systematic trend alternatives ETFs with a full year. 100 is best. How it is computed
TFPN’s weekly returns had a correlation of +0.75 with the S&P 500, and in the weeks the index fell its down-week capture was 123.6%. Over the same 52 weeks it finished 10.8 points ahead of T-bills.
Money in and out
Monthly data · as of Jun 30, 2026TFPN: in the month to Jun 30, 2026, net $11.5m came in, by its SEC filing.
Jul 1, 2025 to Jun 30, 2026
monthly, from SEC filings
monthly, from SEC filings
monthly, from SEC filings
Computed by ETFIQ from the monthly sales and redemptions TFPN files with the SEC on Form N-PORT.
How this is computed
ETFIQ reads no daily data for this fund, so its flows are monthly, and the latest month filed is Jun 2026. Every day and month ETFIQ holds for TFPN, back to Jul 2023, is in its flows file. Flows across every fund · How these flows are computed · Compare TFPN with other funds in the flows tool
Month by month, money in and money outJul 2023 to Jun 2026
TFPN, money in and money out each month from Jul 2023 to Jun 2026: two bars a month, money in above the line and money out below. Every bar is from TFPN’s SEC filings (N-PORT item B.6). Of the 36 months listed, money came in on net in 15 and went out in 12.
Every bar is from TFPN’s SEC filings (N-PORT item B.6). Of the 36 months listed, money came in on net in 15 and went out in 12.
Most recent first.
How this is computed
N-PORT months: money in is sales plus reinvestments; money out is redemptions.
N-PORT months are the filed sales plus reinvestments less redemptions. Later months add up the daily data; the Source column names any missing day.
Source: ETFIQ, from the fund’s SEC N-PORT filings. Data as of Jun 30, 2026. Updated when the fund files its next report.
TFPN key stats
Trading
as of Sep 14, 2026
TFPN for holders outside the US
How much does it diversify a stock portfolio?
14.7% of the 17 sit at or above TFPN on this measure.
8.8% of the 17 sit at or above TFPN on this measure.
Weighted evenly, those two positions are what the score combines, across the 17 systematic trend alternatives ETFs with a full year. Neither spread above is the score: a fund can sit further right on one and score lower.
One year of weekly moves against the S&P 500, within one strategy; it ignores what the fund returned. Where the fund sits in this set, not a rating. Do not average it with another category's score.
| What it measures | This fund | Its percentile | Weight |
|---|---|---|---|
| correlation with the S&P 500 | +0.75 | 14.7 | 50% |
| down-week capture against the S&P 500 | 123.6% | 8.8 | 50% |
About TFPN
12 seats on TFPN, as of Nov 4, 2026: 3 Challenges, 8 Not enough data, 1 Does not apply.
Questions people ask about TFPN
- Does TFPN move with the S&P 500?
- Over the year to Nov 4, 2026, TFPN’s weekly returns had a correlation of +0.75 with the S&P 500’s, on a scale where 1 moves in step, 0 shows no pattern and −1 moves opposite. Its beta was +1.00, so for each 1% the index moved it moved about 1.00% the same way.
- What did TFPN do when stocks fell?
- The S&P 500 fell in 26 of the 52 weeks to Nov 4, 2026, by 1.07% on average. In those weeks TFPN fell 1.32% on average, a down-week capture of 123.6%.
- Did TFPN earn more than cash?
- Over the same 52 weeks TFPN returned +14.4% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.7%. TFPN finished 10.8 percentage points ahead of it.
- What does TFPN cost?
- The prospectus expense ratio is 1.13% a year.
- Why is TFPN listed as managed futures?
- ETFIQ files each fund by what its own prospectus says it does, and TFPN’s, filed Oct 26, 2026, describes a managed futures fund.
Links are sources, not endorsements.
Cite this pageCitation, APA and Markdown
ETFIQ, TFPN, alternatives ETFs, data as of Nov 4, 2026. https://etfiq.com/funds/tfpn
ETFIQ. (Nov 4, 2026). TFPN, alternatives ETFs. Retrieved from https://etfiq.com/funds/tfpn
[TFPN, alternatives ETFs (ETFIQ, Nov 4, 2026)](https://etfiq.com/funds/tfpn)
The down-week bars for TFPN, redrawn every trading night.
Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data.
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<figure style="margin:0;max-width:640px">
<iframe src="https://etfiq.com/embed/alternatives/tfpn/" title="TFPN: TFPN in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, TFPN −1.32%." width="640" height="334" loading="lazy" style="border:0;max-width:100%;width:100%"></iframe>
<figcaption style="font:13px/1.5 sans-serif">TFPN: TFPN in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, TFPN −1.32%. Data: <a href="https://etfiq.com/funds/tfpn">ETFIQ</a></figcaption>
</figure>The day's ETF flows, a comparison and one number. Every trading morning. About the Daily
Snapshot, Nov 4, 2026. More on the tabs above.