+708.6%
TLN vs PENG
+110.7%
+597.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -1.5% |
| 7D | +11.0% | +13.2% | -2.2% | +8.0% |
| 30D | +4.9% | -29.9% | +34.8% | +11.9% |
| 3M | +4.9% | -22.2% | +27.1% | +9.0% |
| 6M | +7.1% | -1.9% | +9.0% | +3.7% |
| YTD | +0.3% | +142.1% | -141.8% | -19.7% |
| 1Y | +5.9% | +151.5% | -145.6% | -16.0% |
| 3Y | +578.5% | +206.9% | +371.5% | +433.0% |
| All | +708.6% | +110.7% | +597.9% | +547.4% |
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 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