+462.1%
TTMI vs PENG
+222.1%
+240.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +10.3% | -1.4% | +4.3% |
| 7D | +7.2% | +1.9% | +5.4% | +6.2% |
| 30D | -28.7% | -37.8% | +9.1% | -12.3% |
| 3M | -39.8% | -14.1% | -25.7% | -35.6% |
| 6M | -51.7% | +13.1% | -64.8% | -54.8% |
| YTD | +14.1% | +151.8% | -137.7% | -21.7% |
| 1Y | +16.0% | +136.0% | -120.0% | -18.5% |
| All | +462.1% | +222.1% | +240.0% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling