+589.3%
TT vs PENG
+705.8%
-116.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.1% | +7.4% | -0.3% |
| 7D | -8.5% | -20.5% | +12.0% | -5.5% |
| 30D | -12.8% | -20.4% | +7.6% | -10.5% |
| 3M | -12.9% | -16.4% | +3.5% | -11.6% |
| 6M | -15.2% | +49.2% | -64.5% | -23.8% |
| YTD | +6.2% | +147.2% | -141.0% | -12.7% |
| 1Y | -4.5% | +124.7% | -129.2% | -20.5% |
| 3Y | +93.6% | +230.3% | -136.7% | +45.9% |
| 5Y | +141.1% | +71.4% | +69.7% | +89.9% |
| All | +589.3% | +705.8% | -116.5% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling