+572.6%
TLN vs PSLV
+152.4%
+420.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.3% | -3.5% | +2.1% | -0.5% |
| 30D | -14.3% | -2.1% | -12.2% | -13.9% |
| 3M | -9.3% | -1.6% | -7.7% | -9.2% |
| 6M | -1.1% | -25.5% | +24.4% | +4.1% |
| YTD | -16.6% | -11.4% | -5.2% | -19.8% |
| 1Y | -22.0% | +48.6% | -70.6% | -38.2% |
| 3Y | +470.2% | +166.9% | +303.3% | +290.6% |
| All | +572.6% | +152.4% | +420.1% | +363.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling