+570.0%
TLN vs PSLV
+151.7%
+418.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -1.3% |
| 7D | +2.0% | -4.9% | +6.8% | +3.1% |
| 30D | -12.9% | -1.9% | -11.1% | -12.6% |
| 3M | -7.4% | +4.2% | -11.6% | -8.5% |
| 6M | -6.0% | -27.6% | +21.5% | -0.5% |
| YTD | -16.9% | -11.7% | -5.2% | -20.1% |
| 1Y | -22.6% | +49.3% | -71.9% | -38.8% |
| 3Y | +469.0% | +167.1% | +301.9% | +290.0% |
| All | +570.0% | +151.7% | +418.3% | +361.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling