-97.0%
TSLQ vs PENG
+208.1%
-305.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.4% | +5.6% | +14.9% |
| 7D | -5.8% | +4.5% | -10.3% | -4.0% |
| 30D | -22.1% | -7.1% | -15.0% | -24.2% |
| 3M | +10.1% | -27.3% | +37.3% | +6.4% |
| 6M | -6.8% | +169.6% | -176.3% | +73.0% |
| YTD | +8.5% | +164.6% | -156.1% | +102.9% |
| 1Y | -49.7% | +109.5% | -159.2% | -12.7% |
| 3Y | -95.6% | +98.9% | -194.6% | -89.7% |
| All | -97.0% | +208.1% | -305.1% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling