-49.7%
TSLQ vs PENG
+118.5%
-168.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.4% | +5.6% | +14.5% |
| 7D | -5.8% | +4.5% | -10.3% | -4.2% |
| 30D | -22.1% | -7.1% | -15.0% | -23.8% |
| 3M | +10.1% | -27.3% | +37.3% | +7.9% |
| 6M | -6.8% | +169.6% | -176.3% | +57.4% |
| YTD | +8.5% | +164.6% | -156.1% | +86.4% |
| 1Y | -49.7% | +109.5% | -159.2% | -25.1% |
| All | -49.7% | +118.5% | -168.2% | -25.1% |
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 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