+19.2%
ETR vs TLN
-17.6%
+36.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.5% | +11.3% | +3.5% |
| 7D | +3.7% | -6.0% | +9.8% | +4.2% |
| 30D | +11.0% | -1.5% | +12.5% | +10.7% |
| 3M | +3.4% | -3.9% | +7.3% | +3.2% |
| 6M | -3.3% | -15.0% | +11.8% | -2.8% |
| YTD | +23.3% | -12.8% | +36.1% | +21.9% |
| 1Y | +19.2% | -17.3% | +36.5% | +19.4% |
| All | +19.2% | -17.6% | +36.8% | +19.4% |
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