+129.6%
ETN vs TLN
+583.6%
-453.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +2.2% |
| 7D | +2.0% | +7.1% | -5.1% | -0.3% |
| 30D | -7.9% | -3.9% | -4.0% | -6.8% |
| 3M | -1.6% | -16.2% | +14.5% | +4.2% |
| 6M | +16.9% | -5.8% | +22.7% | +18.1% |
| YTD | +30.1% | -15.4% | +45.5% | +34.1% |
| 1Y | +19.3% | -16.7% | +36.0% | +22.9% |
| 3Y | +82.5% | +473.8% | -391.2% | +10.4% |
| All | +129.6% | +583.6% | -453.9% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling