+128.2%
PBR vs TLN
+733.8%
-605.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | -3.7% | +22.3% | -26.0% | -4.6% |
| 30D | -29.0% | +1.2% | -30.2% | -29.1% |
| 3M | +4.9% | +5.9% | -1.0% | +4.5% |
| 6M | -8.4% | +3.2% | -11.6% | -8.7% |
| YTD | +59.4% | +3.2% | +56.2% | +58.2% |
| 1Y | +45.5% | +5.2% | +40.3% | +44.1% |
| 3Y | +67.4% | +606.3% | -538.9% | +35.6% |
| All | +128.2% | +733.8% | -605.7% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling