+559.0%
TT vs PENG
+520.3%
+38.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -23.0% | +18.6% | -0.9% |
| 7D | -9.0% | -36.7% | +27.7% | -3.0% |
| 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% | -21.4% |
| YTD | +1.5% | +90.3% | -88.7% | -13.4% |
| 1Y | -9.4% | +67.7% | -77.0% | -21.4% |
| 3Y | +85.1% | +154.2% | -69.2% | +44.6% |
| 5Y | +125.7% | +28.3% | +97.4% | +85.2% |
| All | +559.0% | +520.3% | +38.7% | +369.8% |
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