+22.5%
ETR vs TLN
-23.2%
+45.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | -1.9% | +2.0% | -3.9% | -2.1% |
| 30D | -0.2% | -12.9% | +12.8% | +1.1% |
| 3M | -3.7% | -7.4% | +3.7% | -3.5% |
| 6M | +2.1% | -6.0% | +8.1% | +1.6% |
| YTD | +16.5% | -16.9% | +33.3% | +16.6% |
| 1Y | +22.5% | -22.6% | +45.2% | +25.1% |
| All | +22.5% | -23.2% | +45.7% | +25.1% |
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