-83.1%
TMF vs PENG
+689.3%
-772.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -1.6% |
| 7D | -9.3% | +13.2% | -22.5% | -8.7% |
| 30D | +1.9% | -29.9% | +31.9% | +0.8% |
| 3M | -11.2% | -22.2% | +11.0% | -11.7% |
| 6M | -17.7% | -1.9% | -15.8% | -16.5% |
| YTD | -24.5% | +142.1% | -166.6% | -19.1% |
| 1Y | -29.4% | +151.5% | -180.9% | -24.2% |
| 3Y | -33.4% | +206.9% | -240.4% | -25.8% |
| 5Y | -88.7% | +58.2% | -146.9% | -87.8% |
| All | -83.1% | +689.3% | -772.4% | -78.7% |
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