+65.1%
TNA vs PENG
+118.5%
-53.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -1.4% |
| 7D | -0.1% | +4.5% | -4.6% | -1.6% |
| 30D | -4.9% | -7.1% | +2.2% | -3.0% |
| 3M | +0.4% | -27.3% | +27.6% | +6.7% |
| 6M | +32.5% | +169.6% | -137.0% | -31.0% |
| YTD | +53.7% | +164.6% | -110.9% | -20.8% |
| 1Y | +65.1% | +109.5% | -44.4% | -16.2% |
| All | +65.1% | +118.5% | -53.4% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling