-35.3%
TSLL vs PRU
+47.2%
-82.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -10.3% |
| 7D | +1.9% | +1.9% | 0.0% | -0.9% |
| 30D | +17.8% | +2.7% | +15.0% | +12.6% |
| 3M | -37.0% | +19.5% | -56.5% | -53.2% |
| 6M | -37.7% | +26.6% | -64.3% | -58.2% |
| YTD | -51.4% | +12.3% | -63.7% | -60.5% |
| 1Y | -23.4% | +18.0% | -41.4% | -44.3% |
| All | -35.3% | +47.2% | -82.5% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling