+581.7%
TLN vs PFG
+92.2%
+489.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.3% | +4.3% |
| 7D | +7.1% | +5.5% | +1.5% | +4.8% |
| 30D | -3.9% | +2.4% | -6.3% | -4.9% |
| 3M | -16.2% | +13.6% | -29.7% | -20.7% |
| 6M | -5.8% | +27.9% | -33.7% | -15.1% |
| YTD | -15.4% | +35.6% | -51.0% | -25.6% |
| 1Y | -16.7% | +48.5% | -65.1% | -29.5% |
| 3Y | +473.8% | +66.9% | +406.9% | +367.7% |
| All | +581.7% | +92.2% | +489.5% | +460.3% |
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