+117.1%
ET vs TLN
+589.3%
-472.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | +0.6% | +5.8% | -5.2% | 0.0% |
| 30D | +5.3% | -6.9% | +12.1% | +5.9% |
| 3M | +15.6% | -10.9% | +26.5% | +16.4% |
| 6M | +20.6% | -4.6% | +25.2% | +19.5% |
| YTD | +38.5% | -14.7% | +53.2% | +38.6% |
| 1Y | +35.7% | -17.9% | +53.6% | +35.9% |
| 3Y | +98.4% | +483.9% | -385.5% | +56.7% |
| All | +117.1% | +589.3% | -472.3% | +67.9% |
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