+135.9%
ETN vs TLN
+602.5%
-466.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | 0.0% | +1.8% |
| 7D | +8.0% | +10.9% | -2.9% | +4.3% |
| 30D | -5.9% | -6.3% | +0.4% | -3.9% |
| 3M | +5.0% | -10.7% | +15.7% | +8.8% |
| 6M | +22.4% | +1.6% | +20.8% | +20.6% |
| YTD | +33.6% | -13.1% | +46.7% | +36.5% |
| 1Y | +22.1% | -15.1% | +37.2% | +25.0% |
| 3Y | +85.6% | +495.0% | -409.4% | +11.3% |
| All | +135.9% | +602.5% | -466.5% | +45.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling