+100.1%
TEM vs PENG
+102.1%
-2.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.0% |
| 7D | +3.5% | -16.1% | +19.6% | +7.9% |
| 30D | +13.5% | -41.5% | +55.0% | +29.4% |
| 3M | +46.3% | -19.1% | +65.4% | +48.3% |
| 6M | +61.5% | +0.9% | +60.6% | +38.8% |
| YTD | +36.4% | +128.2% | -91.8% | -20.8% |
| 1Y | +12.2% | +98.6% | -86.4% | -30.8% |
| All | +100.1% | +102.1% | -2.0% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling