-18.8%
PINS vs TLN
+683.0%
-701.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -0.4% |
| 7D | -6.2% | +9.1% | -15.2% | -7.4% |
| 30D | -10.9% | -4.1% | -6.9% | -10.7% |
| 3M | -19.5% | +4.4% | -23.9% | -20.5% |
| 6M | -10.4% | -6.0% | -4.4% | -10.8% |
| YTD | -26.4% | -3.1% | -23.3% | -28.0% |
| 1Y | -29.6% | -6.1% | -23.6% | -31.0% |
| 3Y | -39.0% | +575.3% | -614.4% | -60.3% |
| All | -18.8% | +683.0% | -701.8% | -51.8% |
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