-0.4%
PL vs TLN
-17.6%
+17.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.5% | +2.2% | -2.8% |
| 7D | -11.7% | -6.0% | -5.7% | -9.3% |
| 30D | -27.1% | -1.5% | -25.6% | -26.6% |
| 3M | -44.6% | -3.9% | -40.7% | -43.9% |
| 6M | -67.2% | -15.0% | -52.1% | -65.1% |
| YTD | -35.9% | -12.8% | -23.0% | -34.6% |
| 1Y | -0.4% | -17.3% | +16.9% | +6.1% |
| All | -0.4% | -17.6% | +17.2% | +6.1% |
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 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