+71.1%
PBR vs TLN
-21.1%
+92.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.5% |
| 7D | +0.3% | +5.8% | -5.5% | +0.4% |
| 30D | +17.5% | -6.9% | +24.4% | +17.5% |
| 3M | +20.9% | -10.9% | +31.8% | +21.1% |
| 6M | +20.2% | -4.6% | +24.9% | +20.8% |
| YTD | +84.3% | -14.7% | +99.0% | +84.6% |
| All | +71.1% | -21.1% | +92.3% | +80.2% |
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