+189.9%
TTD vs PENG
+661.7%
-471.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +9.3% | +6.2% | +13.0% |
| 7D | +19.0% | -3.8% | +22.8% | +18.7% |
| 30D | +23.6% | -40.1% | +63.7% | +38.1% |
| 3M | +8.2% | -21.8% | +30.0% | +10.2% |
| 6M | -35.3% | +3.3% | -38.6% | -44.6% |
| YTD | -60.7% | +133.6% | -194.3% | -74.9% |
| 1Y | -65.3% | +110.7% | -176.0% | -77.2% |
| 3Y | -80.6% | +204.3% | -284.8% | -89.9% |
| 5Y | -84.6% | +54.4% | -139.0% | -90.6% |
| All | +189.9% | +661.7% | -471.8% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling