-97.3%
TSLQ vs PENG
+149.0%
-246.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +12.4% | -20.8% | -2.8% |
| 7D | +19.7% | -19.4% | +39.1% | +13.1% |
| 30D | +4.1% | -42.4% | +46.5% | -13.0% |
| 3M | -30.9% | -25.6% | -5.2% | -33.9% |
| 6M | -13.6% | +7.3% | -20.9% | +10.9% |
| YTD | -2.6% | +113.9% | -116.4% | +79.7% |
| 1Y | -10.4% | +93.6% | -104.0% | +59.9% |
| 3Y | -96.4% | +170.2% | -266.6% | -90.4% |
| All | -97.3% | +149.0% | -246.3% | -91.2% |
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