+190.3%
PH vs TLN
+602.5%
-412.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.2% |
| 7D | +0.4% | +10.9% | -10.5% | -1.5% |
| 30D | -10.8% | -6.3% | -4.5% | -9.9% |
| 3M | +8.5% | -10.7% | +19.1% | +10.0% |
| 6M | +3.9% | +1.6% | +2.3% | +2.2% |
| YTD | +9.4% | -13.1% | +22.5% | +10.0% |
| 1Y | +26.8% | -15.1% | +41.8% | +27.1% |
| 3Y | +140.8% | +495.0% | -354.2% | +54.5% |
| All | +190.3% | +602.5% | -412.2% | +84.9% |
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