+151.5%
PR vs TLN
+630.2%
-478.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.0% |
| 7D | -16.4% | -1.3% | -15.1% | -16.3% |
| 30D | -1.9% | -10.5% | +8.6% | -0.7% |
| 3M | +8.0% | +0.1% | +7.9% | +7.4% |
| 6M | +4.1% | -17.4% | +21.5% | +5.9% |
| YTD | +58.7% | -9.7% | +68.4% | +57.0% |
| 1Y | +75.8% | -12.3% | +88.1% | +74.3% |
| 3Y | +73.2% | +528.3% | -455.1% | +17.3% |
| All | +151.5% | +630.2% | -478.7% | +58.7% |
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