+628.3%
TLN vs PEGA
+36.0%
+592.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.6% | +7.5% |
| 7D | -1.3% | -4.5% | +3.2% | -0.8% |
| 30D | -10.5% | -5.7% | -4.8% | -10.1% |
| 3M | +0.1% | +2.7% | -2.6% | -1.0% |
| 6M | -17.4% | -10.5% | -6.9% | -17.0% |
| YTD | -9.7% | -45.4% | +35.8% | -2.2% |
| 1Y | -12.3% | -44.7% | +32.5% | -5.3% |
| 3Y | +528.3% | +45.7% | +482.6% | +522.6% |
| All | +628.3% | +36.0% | +592.3% | +629.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling