+79.3%
PR vs TLN
+476.4%
-397.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.1% |
| 7D | +2.9% | +7.1% | -4.1% | +2.0% |
| 30D | +18.0% | -3.9% | +21.9% | +18.4% |
| 3M | +16.9% | -16.2% | +33.0% | +18.9% |
| 6M | +28.2% | -5.8% | +34.0% | +27.1% |
| YTD | +69.3% | -15.4% | +84.8% | +69.4% |
| 1Y | +69.5% | -16.7% | +86.2% | +68.8% |
| All | +79.3% | +476.4% | -397.0% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling