+168.2%
PL vs TLN
+630.2%
-462.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.1% | +3.3% | +7.6% |
| 7D | -6.8% | -1.3% | -5.5% | -6.2% |
| 30D | -29.3% | -10.5% | -18.8% | -26.1% |
| 3M | -44.8% | +0.1% | -44.9% | -45.0% |
| 6M | -68.4% | -17.4% | -51.0% | -66.4% |
| YTD | -36.4% | -9.7% | -26.7% | -35.8% |
| 1Y | +0.7% | -12.3% | +13.0% | +3.0% |
| 3Y | +455.3% | +528.3% | -73.0% | +158.5% |
| All | +168.2% | +630.2% | -462.1% | +1.8% |
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