+600.6%
TLN vs PEGA
+50.1%
+550.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +6.9% | +3.3% |
| 7D | +10.9% | -2.4% | +13.3% | +11.2% |
| 30D | -6.3% | +9.6% | -15.9% | -7.7% |
| 3M | -10.7% | +2.3% | -13.0% | -11.4% |
| 6M | +1.6% | -23.9% | +25.5% | +5.8% |
| YTD | -13.1% | -39.8% | +26.7% | -6.6% |
| 1Y | -15.1% | -37.4% | +22.4% | -9.7% |
| 3Y | +495.0% | +53.1% | +441.9% | +486.7% |
| All | +600.6% | +50.1% | +550.5% | +596.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling