+296.9%
TSM vs PENG
+153.0%
+143.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -23.0% | +12.2% | -3.3% |
| 7D | -18.2% | -36.7% | +18.5% | -6.1% |
| 30D | -26.8% | -42.0% | +15.2% | -14.7% |
| 3M | -14.5% | -33.2% | +18.7% | -6.0% |
| 6M | -10.0% | +2.1% | -12.1% | -19.6% |
| YTD | +17.1% | +90.3% | -73.2% | -19.3% |
| 1Y | +21.5% | +67.7% | -46.1% | -12.4% |
| All | +296.9% | +153.0% | +143.8% | +119.7% |
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 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