+127.9%
TT vs PENG
+42.1%
+85.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.4% | -10.0% | +0.4% |
| 7D | -2.0% | -19.4% | +17.4% | +0.7% |
| 30D | -14.0% | -42.4% | +28.4% | -7.1% |
| 3M | -15.9% | -25.6% | +9.8% | -13.4% |
| 6M | -17.3% | +7.3% | -24.6% | -22.6% |
| YTD | +4.0% | +113.9% | -109.9% | -15.2% |
| 1Y | -7.1% | +93.6% | -100.7% | -23.0% |
| 3Y | +90.2% | +170.2% | -80.0% | +41.1% |
| All | +127.9% | +42.1% | +85.8% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling