+146.7%
PR vs TLN
+581.9%
-435.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -4.4% |
| 7D | -16.5% | -9.4% | -7.2% | -15.5% |
| 30D | -4.5% | -15.2% | +10.7% | -2.6% |
| 3M | +8.5% | -4.1% | +12.7% | +8.6% |
| 6M | -3.3% | -17.8% | +14.5% | -1.8% |
| YTD | +55.7% | -15.6% | +71.3% | +55.4% |
| 1Y | +82.0% | -21.6% | +103.7% | +83.7% |
| 3Y | +62.5% | +497.6% | -435.1% | +10.7% |
| All | +146.7% | +581.9% | -435.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling