+30.9%
ET vs TLN
-17.2%
+48.1%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.3% |
| 7D | +0.9% | +7.1% | -6.2% | +1.0% |
| 30D | +7.5% | -3.9% | +11.4% | +7.4% |
| 3M | +11.4% | -16.2% | +27.6% | +11.1% |
| 6M | +18.5% | -5.8% | +24.3% | +18.2% |
| YTD | +37.4% | -15.4% | +52.8% | +37.2% |
| 1Y | +30.9% | -16.7% | +47.6% | +34.8% |
| All | +30.9% | -17.2% | +48.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling