-8.3%
PEG vs TLN
-23.2%
+14.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.1% |
| 7D | -0.9% | +2.0% | -2.9% | -1.1% |
| 30D | -2.8% | -12.9% | +10.2% | -1.4% |
| 3M | -6.9% | -7.4% | +0.5% | -6.7% |
| 6M | -11.4% | -6.0% | -5.4% | -11.6% |
| YTD | -7.4% | -16.9% | +9.5% | -7.0% |
| 1Y | -8.3% | -22.6% | +14.4% | -8.6% |
| All | -8.3% | -23.2% | +14.9% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling