-48.9%
TSLL vs PENG
+159.2%
-208.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.3% | -4.5% | +0.6% |
| 7D | +0.5% | +1.9% | -1.4% | +0.2% |
| 30D | +2.7% | -37.8% | +40.4% | +27.5% |
| 3M | +26.3% | -14.1% | +40.4% | +30.0% |
| 6M | -37.2% | +13.1% | -50.3% | -47.5% |
| YTD | -44.2% | +151.8% | -196.0% | -71.3% |
| 1Y | -44.0% | +136.0% | -179.9% | -70.1% |
| 3Y | 0.0% | +217.9% | -217.9% | -55.4% |
| All | -48.9% | +159.2% | -208.1% | -80.0% |
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