-35.3%
TSLL vs PENG
+101.4%
-136.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.4% | -18.3% | -14.9% |
| 7D | +1.9% | +4.5% | -2.7% | -0.7% |
| 30D | +17.8% | -7.1% | +24.9% | +20.4% |
| 3M | -37.0% | -27.3% | -9.7% | -30.2% |
| 6M | -37.7% | +169.6% | -207.3% | -65.6% |
| YTD | -51.4% | +164.6% | -216.0% | -73.4% |
| 1Y | -23.4% | +109.5% | -132.8% | -53.0% |
| All | -35.3% | +101.4% | -136.7% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling