-5.5%
ETN vs TLN
-17.6%
+12.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -8.5% | -1.3% | -6.5% |
| 7D | -10.1% | -6.0% | -4.1% | -7.7% |
| 30D | -18.4% | -1.5% | -16.8% | -17.7% |
| 3M | -20.4% | -3.9% | -16.5% | -19.3% |
| 6M | -16.0% | -15.0% | -0.9% | -11.9% |
| YTD | +11.8% | -12.8% | +24.6% | +13.4% |
| 1Y | -5.5% | -17.3% | +11.8% | -1.6% |
| All | -5.5% | -17.6% | +12.1% | -1.6% |
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