-81.3%
TMF vs PENG
+597.2%
-678.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | +0.4% |
| 7D | +1.2% | -19.4% | +20.7% | +0.5% |
| 30D | +19.7% | -42.4% | +62.1% | +17.4% |
| 3M | -2.1% | -25.6% | +23.6% | -2.8% |
| 6M | -13.4% | +7.3% | -20.7% | -11.7% |
| YTD | -16.7% | +113.9% | -130.6% | -11.4% |
| 1Y | -23.3% | +93.6% | -116.9% | -18.8% |
| 3Y | -24.8% | +170.2% | -195.0% | -16.7% |
| 5Y | -88.0% | +44.2% | -132.2% | -87.2% |
| All | -81.3% | +597.2% | -678.5% | -76.6% |
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