-17.9%
TLN vs PFGC
-8.5%
-9.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +5.8% | -3.7% | +9.6% | +6.7% |
| 30D | -6.9% | -16.0% | +9.1% | -3.3% |
| 3M | -10.9% | -4.1% | -6.8% | -11.7% |
| 6M | -4.6% | +8.7% | -13.3% | -10.3% |
| YTD | -14.7% | +6.4% | -21.1% | -16.9% |
| 1Y | -17.9% | -8.4% | -9.5% | -23.0% |
| All | -17.9% | -8.5% | -9.4% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling