+128.7%
ETN vs TLN
+571.8%
-443.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.6% |
| 7D | +3.0% | +2.0% | +1.1% | +2.4% |
| 30D | -10.9% | -12.9% | +2.0% | -6.7% |
| 3M | +9.2% | -7.4% | +16.7% | +12.0% |
| 6M | +13.9% | -6.0% | +20.0% | +15.3% |
| YTD | +29.5% | -16.9% | +46.4% | +34.4% |
| 1Y | +14.2% | -22.6% | +36.8% | +20.7% |
| 3Y | +79.9% | +469.0% | -389.1% | +9.5% |
| All | +128.7% | +571.8% | -443.1% | +43.3% |
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