+676.7%
TLN vs PFGC
+97.4%
+579.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.1% | +15.0% | -13.9% | -3.0% |
| 30D | -4.6% | +17.0% | -21.6% | -9.3% |
| 3M | +5.2% | -2.5% | +7.7% | +6.3% |
| 6M | -6.5% | +19.2% | -25.7% | -13.3% |
| YTD | -3.6% | +23.4% | -27.1% | -11.8% |
| 1Y | -8.2% | +13.9% | -22.1% | -13.7% |
| 3Y | +559.7% | +82.0% | +477.7% | +441.6% |
| All | +676.7% | +97.4% | +579.4% | +534.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling