+156.3%
ETR vs TLN
+580.6%
-424.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +1.2% | +11.0% | -9.9% | 0.0% |
| 30D | +7.0% | +4.9% | +2.1% | +6.2% |
| 3M | +4.6% | +4.9% | -0.3% | +3.5% |
| 6M | +0.1% | +7.1% | -7.0% | -1.6% |
| YTD | +23.2% | +0.3% | +22.9% | +21.0% |
| 1Y | +20.6% | +5.9% | +14.7% | +17.5% |
| 3Y | +156.3% | +578.5% | -422.2% | +125.8% |
| All | +156.3% | +580.6% | -424.3% | +125.8% |
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