+680.9%
TLN vs PENG
+103.3%
+577.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.3% | -2.0% | +5.2% |
| 7D | +9.1% | -3.8% | +12.8% | +9.3% |
| 30D | -4.1% | -40.1% | +36.0% | +5.7% |
| 3M | +4.4% | -21.8% | +26.2% | +8.5% |
| 6M | -6.0% | +3.3% | -9.3% | -10.0% |
| YTD | -3.1% | +133.6% | -136.8% | -21.8% |
| 1Y | -6.1% | +110.7% | -116.8% | -22.9% |
| 3Y | +575.3% | +204.3% | +371.1% | +434.7% |
| All | +680.9% | +103.3% | +577.6% | +530.4% |
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