+384.2%
PEG vs TMF
-68.9%
+453.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -2.4% | -2.8% | +0.4% | -2.5% |
| 3M | -4.8% | -10.9% | +6.1% | -5.1% |
| 6M | -10.7% | -21.3% | +10.6% | -11.3% |
| YTD | -6.7% | -15.9% | +9.2% | -7.1% |
| 1Y | -6.8% | -15.7% | +8.9% | -7.2% |
| 3Y | +34.5% | -43.4% | +77.8% | +32.6% |
| 5Y | +35.8% | -87.8% | +123.5% | +23.7% |
| 10Y | +141.7% | -86.7% | +228.5% | +123.3% |
| All | +384.2% | -68.9% | +453.0% | +459.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling