+141.0%
PH vs TLN
+476.4%
-335.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.9% |
| 7D | -3.1% | +7.1% | -10.1% | -4.3% |
| 30D | -3.2% | -3.9% | +0.6% | -2.7% |
| 3M | +10.6% | -16.2% | +26.7% | +13.4% |
| 6M | -2.1% | -5.8% | +3.7% | -2.4% |
| YTD | +10.2% | -15.4% | +25.6% | +11.4% |
| 1Y | +28.2% | -16.7% | +44.9% | +29.0% |
| All | +141.0% | +476.4% | -335.3% | +53.1% |
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