-81.4%
TMF vs PENG
+705.8%
-787.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.1% | +11.6% | +2.0% |
| 7D | +4.0% | -20.5% | +24.5% | +3.0% |
| 30D | +19.5% | -20.4% | +39.8% | +18.6% |
| 3M | -3.5% | -16.4% | +12.9% | -3.9% |
| 6M | -10.6% | +49.2% | -59.8% | -7.3% |
| YTD | -17.1% | +147.2% | -164.3% | -11.3% |
| 1Y | -24.3% | +124.7% | -148.9% | -19.4% |
| 3Y | -27.2% | +230.3% | -257.5% | -18.6% |
| 5Y | -87.6% | +71.4% | -159.0% | -86.6% |
| All | -81.4% | +705.8% | -787.2% | -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 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