+236.4%
TSM vs PENG
+42.1%
+194.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.4% | -6.1% | +2.3% |
| 7D | -7.6% | -19.4% | +11.9% | -1.9% |
| 30D | -20.5% | -42.4% | +21.9% | -7.0% |
| 3M | -10.0% | -25.6% | +15.7% | -4.5% |
| 6M | -10.1% | +7.3% | -17.3% | -19.8% |
| YTD | +24.5% | +113.9% | -89.3% | -14.4% |
| 1Y | +31.2% | +93.6% | -62.4% | -7.0% |
| 3Y | +322.0% | +170.2% | +151.8% | +151.4% |
| All | +236.4% | +42.1% | +194.3% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling