+580.1%
TLN vs PENG
+65.6%
+514.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.0% | +19.8% | +1.7% |
| 7D | -9.4% | -36.7% | +27.3% | -0.8% |
| 30D | -15.2% | -42.0% | +26.8% | -5.8% |
| 3M | -4.1% | -33.2% | +29.1% | +3.2% |
| 6M | -17.8% | +2.1% | -20.0% | -20.9% |
| YTD | -15.6% | +90.3% | -105.9% | -28.8% |
| 1Y | -21.6% | +67.7% | -89.3% | -32.4% |
| 3Y | +497.6% | +154.2% | +343.3% | +394.7% |
| All | +580.1% | +65.6% | +514.5% | +474.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling