+804.9%
TTMI vs PENG
+101.4%
+703.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.4% | +2.4% | +6.6% |
| 7D | +5.9% | +4.5% | +1.3% | +4.3% |
| 30D | -4.3% | -7.1% | +2.8% | -1.5% |
| 3M | -32.0% | -27.3% | -4.8% | -25.9% |
| 6M | +19.5% | +169.6% | -150.1% | -13.2% |
| YTD | +82.0% | +164.6% | -82.6% | +31.7% |
| 1Y | +172.6% | +109.5% | +63.2% | +109.0% |
| All | +804.9% | +101.4% | +703.5% | +543.7% |
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