+85.8%
TT vs PENG
+153.0%
-67.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -23.0% | +18.6% | -0.8% |
| 7D | -9.0% | -36.7% | +27.7% | -2.9% |
| 30D | -17.6% | -42.0% | +24.4% | -11.5% |
| 3M | -18.7% | -33.2% | +14.5% | -14.9% |
| 6M | -17.4% | +2.1% | -19.5% | -22.1% |
| YTD | +1.5% | +90.3% | -88.7% | -15.6% |
| 1Y | -9.4% | +67.7% | -77.0% | -23.1% |
| All | +85.8% | +153.0% | -67.2% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling