+204.5%
TTD vs PENG
+689.3%
-484.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.8% | +2.8% |
| 7D | +21.3% | +13.2% | +8.0% | +17.3% |
| 30D | +28.7% | -29.9% | +58.7% | +38.2% |
| 3M | +7.7% | -22.2% | +29.9% | +9.7% |
| 6M | -23.5% | -1.9% | -21.6% | -33.1% |
| YTD | -58.7% | +142.1% | -200.8% | -73.9% |
| 1Y | -63.4% | +151.5% | -214.9% | -77.3% |
| 3Y | -75.3% | +206.9% | -282.2% | -87.2% |
| 5Y | -84.4% | +58.2% | -142.6% | -90.6% |
| All | +204.5% | +689.3% | -484.9% | +20.9% |
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 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