+160.2%
PEG vs TMF
-83.0%
+243.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.3% | +3.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.9% |
| 30D | +3.8% | +16.3% | -12.5% | +3.5% |
| 3M | +0.1% | -2.7% | +2.8% | +0.1% |
| 6M | -1.0% | -13.2% | +12.2% | -0.8% |
| YTD | -4.1% | -16.7% | +12.6% | -3.9% |
| 1Y | -6.9% | -22.7% | +15.9% | -6.5% |
| 3Y | +35.6% | -26.1% | +61.7% | +36.1% |
| 5Y | +42.8% | -88.4% | +131.2% | +36.8% |
| 10Y | +160.2% | -81.8% | +242.0% | +127.5% |
| All | +160.2% | -83.0% | +243.2% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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