-60.9%
TSLL vs PRU
+22.3%
-83.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.3% | -18.6% | -19.6% |
| 7D | -28.9% | +4.8% | -33.7% | -30.6% |
| 30D | -21.4% | +7.9% | -29.3% | -25.4% |
| 3M | +5.0% | +3.1% | +1.9% | +3.3% |
| 6M | -36.6% | +25.2% | -61.8% | -47.7% |
| YTD | -56.6% | +12.7% | -69.4% | -62.8% |
| 1Y | -60.9% | +23.5% | -84.3% | -65.5% |
| All | -60.9% | +22.3% | -83.2% | -65.5% |
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