+88.9%
TEM vs PENG
+89.4%
-0.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +12.4% | -4.4% | +4.5% |
| 7D | +5.3% | -19.4% | +24.8% | +10.4% |
| 30D | +8.1% | -42.4% | +50.5% | +23.6% |
| 3M | +64.9% | -25.6% | +90.5% | +71.1% |
| 6M | +42.1% | +7.3% | +34.9% | +17.3% |
| YTD | +28.8% | +113.9% | -85.1% | -23.9% |
| 1Y | +5.5% | +93.6% | -88.1% | -35.1% |
| All | +88.9% | +89.4% | -0.4% | +5.9% |
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 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