+78.5%
TFC vs PENG
+762.7%
-684.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -1.0% |
| 7D | +2.4% | +4.5% | -2.1% | +1.6% |
| 30D | -1.3% | -7.1% | +5.8% | -0.4% |
| 3M | +6.1% | -27.3% | +33.3% | +8.3% |
| 6M | +7.3% | +169.6% | -162.2% | -15.8% |
| YTD | +8.2% | +164.6% | -156.4% | -15.3% |
| 1Y | +14.4% | +109.5% | -95.0% | -7.1% |
| 3Y | +93.7% | +98.9% | -5.2% | +46.5% |
| 5Y | +16.4% | +116.3% | -99.9% | -16.8% |
| All | +78.5% | +762.7% | -684.1% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling