-10.4%
TSLQ vs PENG
+88.9%
-99.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +12.4% | -20.8% | -3.3% |
| 7D | +19.7% | -19.4% | +39.1% | +14.0% |
| 30D | +4.1% | -42.4% | +46.5% | -10.6% |
| 3M | -30.9% | -25.6% | -5.2% | -33.2% |
| 6M | -13.6% | +7.3% | -20.9% | +6.4% |
| YTD | -2.6% | +113.9% | -116.4% | +62.5% |
| 1Y | -10.4% | +93.6% | -104.0% | +42.7% |
| All | -10.4% | +88.9% | -99.4% | +42.7% |
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