-17.3%
TLN vs PSLV
+7.9%
-25.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +6.0% | -14.5% | -9.6% |
| 7D | -6.0% | -2.6% | -3.4% | -5.6% |
| 30D | -1.5% | -14.2% | +12.6% | +1.3% |
| 3M | -3.9% | -12.2% | +8.4% | -1.5% |
| 6M | -15.0% | -28.1% | +13.0% | -10.6% |
| YTD | -12.8% | -28.2% | +15.4% | -10.3% |
| 1Y | -17.3% | +9.1% | -26.4% | -22.4% |
| All | -17.3% | +7.9% | -25.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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