+600.6%
TLN vs PSLV
+159.5%
+441.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +10.9% | +2.7% | +8.2% | +10.2% |
| 30D | -6.3% | +3.5% | -9.8% | -7.1% |
| 3M | -10.7% | +0.3% | -11.0% | -11.0% |
| 6M | +1.6% | -21.0% | +22.6% | +5.8% |
| YTD | -13.1% | -8.9% | -4.2% | -17.0% |
| 1Y | -15.1% | +54.0% | -69.0% | -33.3% |
| 3Y | +495.0% | +175.4% | +319.6% | +304.9% |
| All | +600.6% | +159.5% | +441.1% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling