+680.9%
TLN vs PFG
+90.1%
+590.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.0% | +3.2% | +6.0% |
| 7D | +9.1% | +2.3% | +6.8% | +8.1% |
| 30D | -4.1% | +7.6% | -11.7% | -6.5% |
| 3M | +4.4% | +2.5% | +1.9% | +3.0% |
| 6M | -6.0% | +16.6% | -22.6% | -12.4% |
| YTD | -3.1% | +34.1% | -37.2% | -14.6% |
| 1Y | -6.1% | +44.1% | -50.1% | -19.6% |
| 3Y | +575.3% | +86.3% | +489.1% | +454.4% |
| All | +680.9% | +90.1% | +590.9% | +542.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling