+16.2%
TFC vs PENG
+130.4%
-114.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.3% |
| 7D | +2.3% | +13.2% | -11.0% | +2.0% |
| 30D | +10.8% | -29.9% | +40.7% | +11.5% |
| 3M | -3.8% | -22.2% | +18.5% | -3.7% |
| 6M | +9.6% | -1.9% | +11.5% | +6.3% |
| YTD | +5.8% | +142.1% | -136.3% | -8.2% |
| 1Y | +16.2% | +151.5% | -135.3% | +0.4% |
| All | +16.2% | +130.4% | -114.2% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling