-18.5%
PINS vs TLN
+733.8%
-752.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -3.4% | +22.3% | -25.7% | -5.9% |
| 30D | -14.5% | +1.2% | -15.7% | -14.9% |
| 3M | -16.5% | +5.9% | -22.4% | -17.6% |
| 6M | -7.0% | +3.2% | -10.2% | -8.7% |
| YTD | -26.1% | +3.2% | -29.3% | -28.3% |
| 1Y | -30.0% | +5.2% | -35.2% | -32.5% |
| 3Y | -38.5% | +606.3% | -644.7% | -60.0% |
| All | -18.5% | +733.8% | -752.3% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling