+45.1%
PRU vs TSLQ
-95.6%
+140.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.0% | +5.8% | -2.8% |
| 7D | +1.9% | -8.6% | +10.5% | +1.3% |
| 30D | -0.4% | -24.9% | +24.5% | -2.3% |
| 3M | +16.4% | -1.5% | +17.9% | +17.8% |
| 6M | +26.0% | -18.1% | +44.1% | +26.5% |
| YTD | +9.9% | -0.1% | +10.0% | +12.7% |
| 1Y | +18.8% | -51.4% | +70.1% | +15.7% |
| All | +45.1% | -95.6% | +140.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling