+260.6%
TMO vs PENG
+751.0%
-490.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -0.5% | +7.3% | -7.8% | -1.2% |
| 30D | +1.0% | -7.5% | +8.5% | +1.6% |
| 3M | +22.7% | -17.2% | +39.9% | +22.7% |
| 6M | +19.0% | +176.7% | -157.7% | +0.8% |
| YTD | +4.7% | +161.0% | -156.3% | -10.9% |
| 1Y | +26.0% | +108.8% | -82.8% | +9.7% |
| 3Y | +18.0% | +109.8% | -91.8% | -2.7% |
| 5Y | +8.0% | +111.7% | -103.7% | -13.5% |
| All | +260.6% | +751.0% | -490.4% | +160.0% |
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