+714.4%
TLN vs PENG
+119.1%
+595.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.3% | -5.5% | +2.6% |
| 7D | +15.9% | +1.9% | +14.0% | +14.5% |
| 30D | -0.3% | -37.8% | +37.5% | +8.8% |
| 3M | +5.8% | -14.1% | +19.9% | +7.7% |
| 6M | -1.2% | +13.1% | -14.3% | -7.3% |
| YTD | +1.0% | +151.8% | -150.8% | -19.9% |
| 1Y | +1.1% | +136.0% | -134.9% | -19.0% |
| 3Y | +591.7% | +217.9% | +373.8% | +438.7% |
| All | +714.4% | +119.1% | +595.3% | +546.4% |
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 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