+581.7%
TLN vs PENG
+130.2%
+451.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.4% | -2.7% | +2.5% |
| 7D | +7.1% | +4.5% | +2.5% | +6.1% |
| 30D | -3.9% | -7.1% | +3.2% | -2.5% |
| 3M | -16.2% | -27.3% | +11.1% | -12.9% |
| 6M | -5.8% | +169.6% | -175.4% | -25.2% |
| YTD | -15.4% | +164.6% | -180.1% | -32.8% |
| 1Y | -16.7% | +109.5% | -126.1% | -31.4% |
| 3Y | +473.8% | +98.9% | +374.8% | +353.2% |
| All | +581.7% | +130.2% | +451.5% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling