+146.0%
TT vs PENG
+115.2%
+30.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -0.4% |
| 7D | -0.2% | +4.5% | -4.8% | -1.0% |
| 30D | -7.4% | -7.1% | -0.3% | -6.5% |
| 3M | -3.2% | -27.3% | +24.1% | -0.6% |
| 6M | +1.1% | +169.6% | -168.5% | -18.5% |
| YTD | +15.6% | +164.6% | -149.0% | -7.0% |
| 1Y | +9.2% | +109.5% | -100.3% | -9.2% |
| 3Y | +124.4% | +98.9% | +25.5% | +75.6% |
| All | +146.0% | +115.2% | +30.8% | +81.9% |
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