+108.8%
PENG vs TKO
-2.2%
+111.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +7.3% | +0.7% | +6.6% | +7.3% |
| 30D | -7.5% | +0.9% | -8.3% | -7.5% |
| 3M | -17.2% | -6.2% | -11.1% | -16.8% |
| 6M | +176.7% | -5.6% | +182.4% | +176.4% |
| YTD | +161.0% | -7.8% | +168.9% | +162.5% |
| 1Y | +108.8% | -1.2% | +110.0% | +105.7% |
| All | +108.8% | -2.2% | +111.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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