+578.5%
TLN vs PEGA
+46.3%
+532.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | +4.9% | -4.1% | +9.0% | +5.1% |
| 3M | +4.9% | -2.8% | +7.7% | +4.5% |
| 6M | +7.1% | -0.4% | +7.6% | +5.5% |
| YTD | +0.3% | -45.4% | +45.7% | +9.5% |
| 1Y | +5.9% | -42.6% | +48.5% | +14.3% |
| 3Y | +578.5% | +45.4% | +533.1% | +570.9% |
| All | +578.5% | +46.3% | +532.2% | +570.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling