+20.2%
PRU vs TSLQ
-26.3%
+46.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | -0.5% |
| 7D | -2.8% | -7.3% | +4.5% | -3.0% |
| 30D | +8.5% | -13.2% | +21.7% | +8.1% |
| 3M | +1.7% | -37.6% | +39.4% | -0.2% |
| 6M | +24.8% | -9.3% | +34.1% | +27.0% |
| YTD | +13.3% | -19.1% | +32.3% | +13.9% |
| All | +20.2% | -26.3% | +46.5% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling