+33.5%
PEG vs TLN
+494.5%
-460.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | +0.3% |
| 7D | +1.0% | +10.9% | -9.9% | -0.6% |
| 30D | -1.9% | -6.3% | +4.4% | -1.0% |
| 3M | -3.7% | -10.7% | +7.0% | -2.6% |
| 6M | -9.4% | +1.6% | -11.1% | -10.9% |
| YTD | -6.0% | -13.1% | +7.1% | -5.6% |
| 1Y | -4.4% | -15.1% | +10.7% | -4.2% |
| 3Y | +33.5% | +495.0% | -461.5% | -2.4% |
| All | +33.5% | +494.5% | -460.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling