+67.9%
PRU vs TSLQ
-97.8%
+165.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | -0.7% |
| 7D | -2.8% | -7.3% | +4.5% | -3.1% |
| 30D | +8.5% | -13.2% | +21.7% | +7.7% |
| 3M | +1.7% | -37.6% | +39.4% | -1.3% |
| 6M | +24.8% | -9.3% | +34.1% | +26.6% |
| YTD | +13.3% | -19.1% | +32.3% | +15.0% |
| 1Y | +21.4% | -27.2% | +48.6% | +22.6% |
| 3Y | +54.8% | -97.1% | +151.8% | +31.8% |
| All | +67.9% | -97.8% | +165.7% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling