+172.6%
TTMI vs PENG
+118.5%
+54.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.4% | +2.4% | +5.8% |
| 7D | +5.9% | +4.5% | +1.3% | +3.8% |
| 30D | -4.3% | -7.1% | +2.8% | -0.6% |
| 3M | -32.0% | -27.3% | -4.8% | -24.3% |
| 6M | +19.5% | +169.6% | -150.1% | -28.6% |
| YTD | +82.0% | +164.6% | -82.6% | +7.1% |
| 1Y | +172.6% | +109.5% | +63.2% | +62.4% |
| All | +172.6% | +118.5% | +54.1% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling