+131.9%
PM vs TLN
+602.5%
-470.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +1.3% |
| 7D | -1.3% | +10.9% | -12.2% | -0.9% |
| 30D | -2.6% | -6.3% | +3.8% | -2.7% |
| 3M | +5.8% | -10.7% | +16.5% | +5.5% |
| 6M | +10.6% | +1.6% | +8.9% | +10.6% |
| YTD | +17.2% | -13.1% | +30.3% | +16.9% |
| 1Y | +17.6% | -15.1% | +32.7% | +17.4% |
| 3Y | +124.3% | +495.0% | -370.8% | +112.3% |
| All | +131.9% | +602.5% | -470.5% | +125.2% |
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 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