+37.8%
PEG vs TLN
+733.8%
-696.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | +2.3% | +22.3% | -20.0% | -0.7% |
| 30D | +6.1% | +1.2% | +5.0% | +5.6% |
| 3M | -0.5% | +5.9% | -6.4% | -2.1% |
| 6M | -3.2% | +3.2% | -6.4% | -4.9% |
| YTD | -4.4% | +3.2% | -7.6% | -7.1% |
| 1Y | -7.4% | +5.2% | -12.6% | -10.4% |
| 3Y | +33.9% | +606.3% | -572.3% | +0.6% |
| All | +37.8% | +733.8% | -696.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling