+140.4%
PEG vs TMF
-86.8%
+227.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.0% | +1.0% | +0.1% | +1.0% |
| 30D | -1.9% | -1.8% | 0.0% | -1.8% |
| 3M | -3.7% | -8.2% | +4.6% | -3.5% |
| 6M | -9.4% | -19.5% | +10.1% | -9.1% |
| YTD | -6.0% | -16.0% | +10.0% | -5.7% |
| 1Y | -4.4% | -22.5% | +18.1% | -3.9% |
| 3Y | +33.5% | -42.3% | +75.8% | +34.0% |
| 5Y | +35.7% | -87.7% | +123.4% | +32.1% |
| 10Y | +140.4% | -86.5% | +226.9% | +124.3% |
| All | +140.4% | -86.8% | +227.2% | +124.3% |
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