+30.7%
TNA vs PENG
+108.0%
-77.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +9.3% | +0.4% | +6.8% |
| 7D | +2.3% | -3.8% | +6.1% | +2.6% |
| 30D | +1.4% | -40.1% | +41.4% | +16.0% |
| 3M | -21.1% | -21.8% | +0.7% | -18.2% |
| 6M | -9.4% | +3.3% | -12.7% | -24.7% |
| YTD | +29.6% | +133.6% | -104.0% | -36.9% |
| All | +30.7% | +108.0% | -77.3% | -30.4% |
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