+40.8%
TNA vs PENG
+762.7%
-721.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -2.7% |
| 7D | -0.1% | +4.5% | -4.6% | -2.5% |
| 30D | -4.9% | -7.1% | +2.2% | -2.0% |
| 3M | +0.4% | -27.3% | +27.6% | +8.0% |
| 6M | +32.5% | +169.6% | -137.0% | -34.4% |
| YTD | +53.7% | +164.6% | -110.9% | -24.0% |
| 1Y | +65.1% | +109.5% | -44.4% | -8.1% |
| 3Y | +98.4% | +98.9% | -0.5% | -3.8% |
| 5Y | -22.5% | +116.3% | -138.7% | -63.5% |
| All | +40.8% | +762.7% | -721.8% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling