+52.6%
TMO vs PENG
+18.0%
+34.6%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.5% |
| 7D | +3.3% | +34.6% | -31.3% | +3.5% |
| 30D | +5.5% | -35.9% | +41.4% | +3.1% |
| 3M | +16.1% | -14.7% | +30.8% | +15.3% |
| 6M | +52.6% | +13.5% | +39.0% | +55.8% |
| All | +52.6% | +18.0% | +34.6% | +55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling