-40.9%
TMF vs PENG
+101.4%
-142.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.1% | +0.3% |
| 7D | -1.4% | +4.5% | -6.0% | -1.5% |
| 30D | -2.8% | -7.1% | +4.3% | -2.8% |
| 3M | -10.9% | -27.3% | +16.4% | -10.9% |
| 6M | -21.3% | +169.6% | -190.9% | -20.9% |
| YTD | -15.9% | +164.6% | -180.5% | -15.4% |
| 1Y | -15.7% | +109.5% | -125.2% | -15.6% |
| All | -40.9% | +101.4% | -142.3% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling