+151.1%
ETR vs TLN
+494.5%
-343.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.9% |
| 7D | +1.4% | +10.9% | -9.5% | +0.2% |
| 30D | +1.9% | -6.3% | +8.2% | +2.5% |
| 3M | +1.0% | -10.7% | +11.7% | +1.8% |
| 6M | +4.8% | +1.6% | +3.2% | +3.6% |
| YTD | +19.5% | -13.1% | +32.6% | +19.8% |
| 1Y | +28.1% | -15.1% | +43.2% | +28.3% |
| 3Y | +151.1% | +495.0% | -343.9% | +128.5% |
| All | +151.1% | +494.5% | -343.3% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling