+578.5%
TLN vs PFG
+82.7%
+495.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +11.0% | +2.4% | +8.7% | +10.1% |
| 30D | +4.9% | +5.9% | -1.0% | +2.4% |
| 3M | +4.9% | -0.4% | +5.4% | +4.4% |
| 6M | +7.1% | +14.8% | -7.7% | -0.8% |
| YTD | +0.3% | +31.9% | -31.6% | -13.0% |
| 1Y | +5.9% | +38.8% | -32.9% | -10.4% |
| 3Y | +578.5% | +82.4% | +496.1% | +419.4% |
| All | +578.5% | +82.7% | +495.8% | +419.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling