+1.7%
PPL vs TLN
-17.6%
+19.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.6% | +0.3% |
| 7D | +1.8% | -6.0% | +7.8% | +2.0% |
| 30D | +8.4% | -1.5% | +9.9% | +8.3% |
| 3M | +2.4% | -3.9% | +6.3% | +2.3% |
| 6M | -4.0% | -15.0% | +11.1% | -4.1% |
| YTD | +4.5% | -12.8% | +17.3% | +3.3% |
| 1Y | +1.7% | -17.3% | +19.1% | +1.0% |
| All | +1.7% | -17.6% | +19.3% | +1.0% |
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