+265.7%
TSM vs PENG
+56.5%
+209.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | +0.1% |
| 7D | +6.2% | +13.2% | -7.0% | +1.8% |
| 30D | -7.3% | -29.9% | +22.7% | +2.1% |
| 3M | -7.1% | -22.2% | +15.1% | -3.0% |
| 6M | +0.2% | -1.9% | +2.1% | -7.4% |
| YTD | +32.2% | +142.1% | -109.9% | -12.9% |
| 1Y | +42.8% | +151.5% | -108.7% | -7.3% |
| 3Y | +330.4% | +206.9% | +123.5% | +145.4% |
| All | +265.7% | +56.5% | +209.1% | +129.8% |
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