-56.8%
TSLL vs PRU
+50.7%
-107.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.3% | +12.1% |
| 7D | -21.2% | +2.4% | -23.6% | -24.2% |
| 30D | -13.3% | +6.1% | -19.4% | -21.4% |
| 3M | +15.4% | -0.7% | +16.1% | +14.3% |
| 6M | -34.2% | +22.1% | -56.3% | -52.0% |
| YTD | -52.9% | +9.8% | -62.7% | -60.1% |
| 1Y | -54.3% | +19.4% | -73.7% | -66.1% |
| 3Y | -18.4% | +50.4% | -68.7% | -47.3% |
| All | -56.8% | +50.7% | -107.5% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling