+77.9%
TEM vs PENG
+114.4%
-36.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.5% | -0.2% | -4.1% |
| 7D | -5.9% | +13.2% | -19.1% | -9.2% |
| 30D | +4.8% | -29.9% | +34.7% | +13.9% |
| 3M | +31.9% | -22.2% | +54.1% | +35.5% |
| 6M | +56.0% | -1.9% | +57.9% | +36.7% |
| YTD | +21.3% | +142.1% | -120.9% | -30.9% |
| 1Y | +5.4% | +151.5% | -146.1% | -41.2% |
| All | +77.9% | +114.4% | -36.5% | -3.9% |
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