-51.4%
TSLQ vs PENG
+106.3%
-157.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -8.3% |
| 7D | -8.6% | +7.8% | -16.4% | -5.9% |
| 30D | -24.9% | -12.2% | -12.7% | -28.4% |
| 3M | -1.5% | -20.6% | +19.1% | -1.7% |
| 6M | -18.1% | +180.9% | -199.0% | +40.6% |
| YTD | -0.1% | +162.3% | -162.4% | +70.5% |
| 1Y | -51.4% | +107.3% | -158.6% | -24.7% |
| All | -51.4% | +106.3% | -157.6% | -24.7% |
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