-13.1%
PINS vs TLN
+583.6%
-596.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -5.9% | -2.7% |
| 7D | -12.0% | +7.1% | -19.1% | -12.9% |
| 30D | -12.7% | -3.9% | -8.8% | -12.4% |
| 3M | -5.5% | -16.2% | +10.6% | -3.9% |
| 6M | +5.3% | -5.8% | +11.1% | +4.1% |
| YTD | -21.2% | -15.4% | -5.8% | -21.0% |
| 1Y | -45.0% | -16.7% | -28.4% | -45.1% |
| 3Y | -26.2% | +473.8% | -500.0% | -50.1% |
| All | -13.1% | +583.6% | -596.6% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling