+36.0%
TSM vs PENG
+120.5%
-84.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.1% | +6.9% | +0.2% |
| 7D | -10.0% | -20.5% | +10.5% | -4.7% |
| 30D | -18.5% | -20.4% | +1.8% | -14.8% |
| 3M | -4.9% | -16.4% | +11.5% | -2.7% |
| 6M | -1.0% | +49.2% | -50.2% | -17.1% |
| YTD | +31.3% | +147.2% | -115.9% | -10.1% |
| 1Y | +36.0% | +124.7% | -88.7% | -3.7% |
| All | +36.0% | +120.5% | -84.5% | -3.7% |
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