+137.7%
ETN vs TLN
+574.4%
-436.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +3.5% | -1.3% | +4.9% | +4.0% |
| 30D | -7.5% | -14.3% | +6.8% | -2.6% |
| 3M | +8.3% | -9.3% | +17.6% | +11.8% |
| 6M | +20.2% | -1.1% | +21.3% | +19.6% |
| YTD | +34.7% | -16.6% | +51.2% | +39.5% |
| 1Y | +19.4% | -22.0% | +41.4% | +25.9% |
| 3Y | +85.5% | +470.2% | -384.7% | +12.8% |
| All | +137.7% | +574.4% | -436.6% | +48.8% |
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