+1,153.7%
TSM vs PENG
+520.3%
+633.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -23.0% | +12.2% | -4.8% |
| 7D | -18.2% | -36.7% | +18.5% | -8.5% |
| 30D | -26.8% | -42.0% | +15.2% | -17.0% |
| 3M | -14.5% | -33.2% | +18.7% | -7.4% |
| 6M | -10.0% | +2.1% | -12.1% | -15.6% |
| YTD | +17.1% | +90.3% | -73.2% | -8.0% |
| 1Y | +21.5% | +67.7% | -46.1% | -1.6% |
| 3Y | +300.4% | +154.2% | +146.1% | +183.1% |
| 5Y | +224.7% | +28.3% | +196.4% | +150.0% |
| All | +1,153.7% | +520.3% | +633.4% | +639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling