+600.6%
TLN vs PFGC
+72.1%
+528.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.6% | +3.4% |
| 7D | +10.9% | -2.4% | +13.3% | +11.8% |
| 30D | -6.3% | -15.8% | +9.5% | -0.7% |
| 3M | -10.7% | -0.6% | -10.1% | -11.7% |
| 6M | +1.6% | +10.7% | -9.0% | -4.1% |
| YTD | -13.1% | +7.6% | -20.7% | -16.9% |
| 1Y | -15.1% | -7.8% | -7.2% | -14.3% |
| 3Y | +495.0% | +63.7% | +431.3% | +411.6% |
| All | +600.6% | +72.1% | +528.5% | +498.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling