+109.8%
TEM vs PENG
+106.9%
+2.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.3% | +1.8% | +8.4% |
| 7D | +7.6% | -3.8% | +11.4% | +7.7% |
| 30D | +19.0% | -40.1% | +59.1% | +34.8% |
| 3M | +62.2% | -21.8% | +84.0% | +66.1% |
| 6M | +69.4% | +3.3% | +66.0% | +44.5% |
| YTD | +43.0% | +133.6% | -90.6% | -17.6% |
| 1Y | +18.0% | +110.7% | -92.7% | -29.0% |
| All | +109.8% | +106.9% | +2.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling