-46.0%
TSLL vs PRU
+27.9%
-73.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.6% | -12.9% | -10.1% |
| 7D | -9.4% | +9.8% | -19.2% | -14.9% |
| 30D | +1.6% | +11.6% | -10.0% | -6.2% |
| 3M | +29.4% | +3.7% | +25.7% | +26.9% |
| 6M | -20.1% | +33.0% | -53.1% | -37.5% |
| YTD | -44.5% | +16.6% | -61.1% | -53.6% |
| 1Y | -46.0% | +26.9% | -73.0% | -52.5% |
| All | -46.0% | +27.9% | -73.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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