-15.1%
TLN vs PFG
+48.9%
-64.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.1% |
| 7D | +10.9% | +6.0% | +4.9% | +9.3% |
| 30D | -6.3% | +2.2% | -8.5% | -6.9% |
| 3M | -10.7% | +10.4% | -21.1% | -13.6% |
| 6M | +1.6% | +27.8% | -26.2% | -6.9% |
| YTD | -13.1% | +33.6% | -46.7% | -20.7% |
| 1Y | -15.1% | +49.3% | -64.3% | -20.9% |
| All | -15.1% | +48.9% | -64.0% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling