+417.0%
TTMI vs PENG
+56.5%
+360.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -0.7% |
| 7D | +11.4% | +13.2% | -1.8% | +6.4% |
| 30D | -28.3% | -29.9% | +1.6% | -17.3% |
| 3M | -46.7% | -22.2% | -24.4% | -41.2% |
| 6M | -56.1% | -1.9% | -54.2% | -56.3% |
| YTD | +7.4% | +142.1% | -134.8% | -21.0% |
| 1Y | +17.4% | +151.5% | -134.1% | -14.5% |
| 3Y | +429.1% | +206.9% | +222.2% | +245.3% |
| All | +417.0% | +56.5% | +360.4% | +238.5% |
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