+1,418.8%
TSM vs PENG
+762.7%
+656.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.6% | +1.2% |
| 7D | +2.7% | +4.5% | -1.8% | +1.5% |
| 30D | +3.6% | -7.1% | +10.7% | +5.2% |
| 3M | -3.4% | -27.3% | +23.9% | +1.9% |
| 6M | +20.6% | +169.6% | -149.0% | -11.1% |
| YTD | +41.9% | +164.6% | -122.8% | +4.5% |
| 1Y | +84.4% | +109.5% | -25.1% | +43.1% |
| 3Y | +380.2% | +98.9% | +281.3% | +249.5% |
| 5Y | +275.3% | +116.3% | +159.1% | +159.9% |
| All | +1,418.8% | +762.7% | +656.2% | +740.3% |
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 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