+652.2%
TT vs PENG
+762.7%
-110.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.1% |
| 7D | 0.0% | +4.5% | -4.5% | -0.7% |
| 30D | -7.2% | -7.1% | -0.1% | -6.3% |
| 3M | -3.0% | -27.3% | +24.3% | -0.5% |
| 6M | +1.4% | +169.6% | -168.2% | -16.5% |
| YTD | +15.9% | +164.6% | -148.7% | -4.7% |
| 1Y | +9.4% | +109.5% | -100.0% | -7.3% |
| 3Y | +124.4% | +98.9% | +25.5% | +80.2% |
| 5Y | +138.0% | +116.3% | +21.8% | +82.5% |
| All | +652.2% | +762.7% | -110.5% | +417.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling