-10.0%
TSM vs PENG
+10.2%
-20.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -23.0% | +12.2% | -4.5% |
| 7D | -18.2% | -36.7% | +18.5% | -8.2% |
| 30D | -26.8% | -42.0% | +15.2% | -16.8% |
| 3M | -14.5% | -33.2% | +18.7% | -7.4% |
| 6M | -10.0% | +2.1% | -12.1% | -11.6% |
| All | -10.0% | +10.2% | -20.3% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling