+581.7%
TLN vs PEGA
+56.7%
+525.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.7% | +3.9% |
| 7D | +7.1% | +3.3% | +3.8% | +6.6% |
| 30D | -3.9% | +17.7% | -21.6% | -6.2% |
| 3M | -16.2% | +5.8% | -22.0% | -17.1% |
| 6M | -5.8% | -20.3% | +14.4% | -2.5% |
| YTD | -15.4% | -37.1% | +21.7% | -9.6% |
| 1Y | -16.7% | -30.2% | +13.5% | -13.1% |
| 3Y | +473.8% | +48.1% | +425.6% | +464.2% |
| All | +581.7% | +56.7% | +525.1% | +574.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling