+62.7%
PRU vs TSLQ
-97.2%
+160.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.6% |
| 7D | -2.3% | -6.6% | +4.3% | -2.8% |
| 30D | -1.7% | -24.3% | +22.6% | -3.7% |
| 3M | +13.2% | -3.6% | +16.9% | +14.3% |
| 6M | +28.8% | -12.0% | +40.7% | +30.2% |
| YTD | +9.8% | +1.4% | +8.4% | +12.9% |
| 1Y | +17.4% | -43.6% | +60.9% | +15.6% |
| 3Y | +44.9% | -95.4% | +140.3% | +29.4% |
| All | +62.7% | -97.2% | +160.0% | +47.5% |
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