+115.4%
ET vs TLN
+602.5%
-487.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.2% |
| 7D | +0.4% | +10.9% | -10.5% | -0.7% |
| 30D | +6.9% | -6.3% | +13.2% | +7.4% |
| 3M | +13.1% | -10.7% | +23.8% | +13.8% |
| 6M | +18.7% | +1.6% | +17.1% | +16.6% |
| YTD | +37.4% | -13.1% | +50.5% | +37.2% |
| 1Y | +34.8% | -15.1% | +49.9% | +34.4% |
| 3Y | +96.8% | +495.0% | -398.2% | +55.2% |
| All | +115.4% | +602.5% | -487.1% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling