+98.1%
ET vs TLN
+678.8%
-580.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -1.9% | +1.1% | -3.0% | -2.0% |
| 30D | -3.1% | -4.6% | +1.5% | -2.7% |
| 3M | -3.9% | +5.2% | -9.2% | -4.9% |
| 6M | +4.0% | -6.5% | +10.5% | +3.8% |
| YTD | +26.4% | -3.6% | +30.1% | +24.4% |
| 1Y | +24.9% | -8.2% | +33.1% | +23.6% |
| 3Y | +85.2% | +559.7% | -474.5% | +43.8% |
| All | +98.1% | +678.8% | -580.8% | +50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling