-80.8%
TTD vs PENG
+115.2%
-196.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.8% | -6.0% |
| 7D | +6.3% | +4.5% | +1.8% | +5.0% |
| 30D | -23.9% | -7.1% | -16.8% | -23.2% |
| 3M | -31.4% | -27.3% | -4.1% | -29.7% |
| 6M | -42.7% | +169.6% | -212.3% | -63.9% |
| YTD | -62.0% | +164.6% | -226.6% | -76.1% |
| 1Y | -72.2% | +109.5% | -181.7% | -81.4% |
| 3Y | -81.9% | +98.9% | -180.9% | -89.7% |
| All | -80.8% | +115.2% | -196.0% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling