+600.6%
TLN vs PFG
+89.5%
+511.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.3% |
| 7D | +10.9% | +6.0% | +4.9% | +8.4% |
| 30D | -6.3% | +2.2% | -8.5% | -7.2% |
| 3M | -10.7% | +10.4% | -21.1% | -14.6% |
| 6M | +1.6% | +27.8% | -26.2% | -8.4% |
| YTD | -13.1% | +33.6% | -46.7% | -23.1% |
| 1Y | -15.1% | +49.3% | -64.3% | -28.4% |
| 3Y | +495.0% | +69.7% | +425.3% | +388.8% |
| All | +600.6% | +89.5% | +511.1% | +478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling