+66.4%
PBR vs TLN
+580.6%
-514.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.4% |
| 7D | -1.0% | +11.0% | -12.1% | -1.5% |
| 30D | -29.3% | +4.9% | -34.2% | -29.5% |
| 3M | +5.5% | +4.9% | +0.6% | +5.2% |
| 6M | -2.9% | +7.1% | -10.0% | -3.5% |
| YTD | +61.5% | +0.3% | +61.2% | +60.4% |
| 1Y | +46.9% | +5.9% | +40.9% | +45.2% |
| 3Y | +66.4% | +578.5% | -512.0% | +27.5% |
| All | +66.4% | +580.6% | -514.1% | +27.5% |
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