-46.0%
TSLL vs PENG
+120.5%
-166.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.1% | +2.8% | -3.0% |
| 7D | -9.4% | -20.5% | +11.0% | -2.1% |
| 30D | +1.6% | -20.4% | +21.9% | +8.3% |
| 3M | +29.4% | -16.4% | +45.8% | +33.4% |
| 6M | -20.1% | +49.2% | -69.4% | -35.9% |
| YTD | -44.5% | +147.2% | -191.7% | -65.1% |
| 1Y | -46.0% | +124.7% | -170.7% | -63.7% |
| All | -46.0% | +120.5% | -166.5% | -63.7% |
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