-60.3%
TSLL vs PRU
+54.7%
-115.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.3% | -18.6% | -17.5% |
| 7D | -28.9% | +4.8% | -33.7% | -33.4% |
| 30D | -21.4% | +7.9% | -29.3% | -29.9% |
| 3M | +5.0% | +3.1% | +1.9% | -0.9% |
| 6M | -36.6% | +25.2% | -61.8% | -55.1% |
| YTD | -56.6% | +12.7% | -69.4% | -64.5% |
| 1Y | -60.9% | +23.5% | -84.3% | -72.2% |
| 3Y | -25.2% | +50.6% | -75.8% | -52.0% |
| All | -60.3% | +54.7% | -115.0% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling