+18.8%
TNA vs PENG
+661.7%
-642.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +9.3% | +0.4% | +4.9% |
| 7D | +2.3% | -3.8% | +6.1% | +2.4% |
| 30D | +1.4% | -40.1% | +41.4% | +26.7% |
| 3M | -21.1% | -21.8% | +0.7% | -17.0% |
| 6M | -9.4% | +3.3% | -12.7% | -27.0% |
| YTD | +29.6% | +133.6% | -104.0% | -36.2% |
| 1Y | +34.6% | +110.7% | -76.1% | -29.9% |
| 3Y | +155.9% | +204.3% | -48.4% | +0.2% |
| 5Y | -44.2% | +54.4% | -98.5% | -70.5% |
| All | +18.8% | +661.7% | -642.9% | -59.1% |
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