+1,979.0%
PEG vs TD
+8,075.2%
-6,096.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | +7.5% | +5.2% | +2.3% | +5.9% |
| 3M | +0.8% | +1.2% | -0.4% | +0.3% |
| 6M | 0.0% | +17.7% | -17.7% | -4.8% |
| YTD | -3.0% | +34.2% | -37.3% | -11.3% |
| 1Y | -4.7% | +55.4% | -60.2% | -16.5% |
| 3Y | +36.5% | +130.4% | -93.9% | +6.0% |
| 5Y | +44.4% | +101.8% | -57.4% | +15.6% |
| 10Y | +170.2% | +301.9% | -131.7% | +75.9% |
| All | +1,979.0% | +8,075.2% | -6,096.1% | +749.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 all: compounded portfolio wealth divided by compounded TD 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…
all analysis · Full analysis span regression · 6 months rolling