-12.3%
TLN vs PENG
+88.9%
-101.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.4% | -5.3% | +3.9% |
| 7D | -1.3% | -19.4% | +18.1% | +3.4% |
| 30D | -10.5% | -42.4% | +31.9% | +1.3% |
| 3M | +0.1% | -25.6% | +25.7% | +6.1% |
| 6M | -17.4% | +7.3% | -24.7% | -23.0% |
| YTD | -9.7% | +113.9% | -123.5% | -31.3% |
| 1Y | -12.3% | +93.6% | -105.8% | -31.4% |
| All | -12.3% | +88.9% | -101.2% | -31.4% |
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