+206.4%
PL vs TLN
+716.6%
-510.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -1.5% |
| 7D | +13.4% | +15.9% | -2.5% | +7.3% |
| 30D | -10.2% | -0.3% | -9.9% | -9.9% |
| 3M | -39.5% | +5.8% | -45.3% | -41.1% |
| 6M | -65.7% | -1.2% | -64.5% | -65.9% |
| YTD | -27.3% | +1.0% | -28.3% | -29.7% |
| 1Y | +15.0% | +1.1% | +13.9% | +11.3% |
| 3Y | +560.8% | +591.7% | -30.9% | +198.7% |
| All | +206.4% | +716.6% | -510.2% | +11.4% |
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