-54.3%
TSLL vs PRU
+19.8%
-74.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.3% | +10.4% |
| 7D | -21.2% | +2.4% | -23.6% | -22.1% |
| 30D | -13.3% | +6.1% | -19.4% | -17.1% |
| 3M | +15.4% | -0.7% | +16.1% | +16.5% |
| 6M | -34.2% | +22.1% | -56.3% | -45.1% |
| YTD | -52.9% | +9.8% | -62.7% | -58.8% |
| 1Y | -54.3% | +19.4% | -73.7% | -59.5% |
| All | -54.3% | +19.8% | -74.1% | -59.5% |
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