-96.9%
TSLQ vs PENG
+209.7%
-306.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.5% | +9.2% | +1.0% |
| 7D | -16.8% | +13.2% | -30.1% | -10.3% |
| 30D | -18.0% | -29.9% | +12.0% | -25.8% |
| 3M | -34.5% | -22.2% | -12.2% | -35.9% |
| 6M | -8.9% | -1.9% | -7.0% | +15.7% |
| YTD | -19.0% | +142.1% | -161.1% | +82.3% |
| 1Y | -38.2% | +151.5% | -189.7% | +43.5% |
| 3Y | -96.9% | +206.9% | -303.9% | -88.9% |
| All | -96.9% | +209.7% | -306.7% | -88.9% |
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