+606.3%
TT vs PENG
+661.7%
-55.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.3% | -4.6% | +3.3% |
| 7D | +1.7% | -3.8% | +5.5% | +1.7% |
| 30D | -11.8% | -40.1% | +28.3% | -5.7% |
| 3M | -12.6% | -21.8% | +9.2% | -10.8% |
| 6M | -9.4% | +3.3% | -12.7% | -13.8% |
| YTD | +8.8% | +133.6% | -124.8% | -10.2% |
| 1Y | -2.5% | +110.7% | -113.2% | -18.4% |
| 3Y | +95.7% | +204.3% | -108.6% | +48.7% |
| 5Y | +135.7% | +54.4% | +81.4% | +87.7% |
| All | +606.3% | +661.7% | -55.4% | +387.4% |
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