-15.2%
TT vs PENG
+54.5%
-69.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.1% | +7.4% | -0.6% |
| 7D | -8.5% | -20.5% | +12.0% | -6.1% |
| 30D | -12.8% | -20.4% | +7.6% | -11.0% |
| 3M | -12.9% | -16.4% | +3.5% | -11.9% |
| 6M | -15.2% | +49.2% | -64.5% | -22.0% |
| All | -15.2% | +54.5% | -69.7% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling