+27.1%
PEG vs TMF
-25.3%
+52.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.3% | +1.2% | -3.5% | -2.4% |
| 30D | +1.2% | +19.7% | -18.5% | -0.5% |
| 3M | -2.4% | -2.1% | -0.3% | -2.3% |
| 6M | -6.9% | -13.4% | +6.6% | -5.8% |
| YTD | -7.2% | -16.7% | +9.5% | -5.9% |
| 1Y | -8.9% | -23.3% | +14.5% | -7.0% |
| 3Y | +27.1% | -24.8% | +51.9% | +26.6% |
| All | +27.1% | -25.3% | +52.4% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling