+61.7%
PRU vs TSLQ
-97.2%
+158.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +1.0% |
| 7D | -3.8% | +5.7% | -9.5% | -3.3% |
| 30D | -2.0% | -21.1% | +19.1% | -3.6% |
| 3M | +14.0% | -11.5% | +25.5% | +14.2% |
| 6M | +27.2% | -14.9% | +42.2% | +28.2% |
| YTD | +9.1% | +2.4% | +6.7% | +12.3% |
| 1Y | +18.1% | -49.8% | +67.8% | +15.1% |
| 3Y | +44.3% | -95.8% | +140.1% | +27.1% |
| All | +61.7% | -97.2% | +158.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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