+587.5%
TLN vs PFGC
+70.0%
+517.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +5.8% | -3.7% | +9.6% | +7.2% |
| 30D | -6.9% | -16.0% | +9.1% | -1.2% |
| 3M | -10.9% | -4.1% | -6.8% | -10.6% |
| 6M | -4.6% | +8.7% | -13.3% | -9.4% |
| YTD | -14.7% | +6.4% | -21.1% | -18.1% |
| 1Y | -17.9% | -8.4% | -9.5% | -17.0% |
| 3Y | +483.9% | +61.8% | +422.1% | +404.2% |
| All | +587.5% | +70.0% | +517.4% | +489.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling