+144.5%
PM vs TLN
+683.0%
-538.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.2% | -9.6% | -2.1% |
| 7D | -7.3% | +9.1% | -16.3% | -6.9% |
| 30D | -4.0% | -4.1% | +0.1% | -4.1% |
| 3M | +2.7% | +4.4% | -1.7% | +3.2% |
| 6M | +14.9% | -6.0% | +20.9% | +15.2% |
| YTD | +23.5% | -3.1% | +26.7% | +24.0% |
| 1Y | +30.4% | -6.1% | +36.4% | +30.9% |
| 3Y | +143.2% | +575.3% | -432.1% | +131.0% |
| All | +144.5% | +683.0% | -538.5% | +138.8% |
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