+15.5%
PH vs TLN
-8.6%
+24.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +0.3% | -4.6% | +4.9% | +0.7% |
| 3M | -8.8% | +5.2% | -14.0% | -10.0% |
| 6M | +10.0% | -6.5% | +16.6% | +9.7% |
| YTD | +10.5% | -3.6% | +14.1% | +8.9% |
| 1Y | +15.5% | -8.2% | +23.8% | +13.4% |
| All | +15.5% | -8.6% | +24.1% | +13.4% |
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