+381.4%
PEG vs TMF
-69.2%
+450.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.3% | +1.2% | -3.5% | -2.2% |
| 30D | +1.2% | +19.7% | -18.5% | +1.7% |
| 3M | -2.4% | -2.1% | -0.3% | -2.4% |
| 6M | -6.9% | -13.4% | +6.6% | -7.2% |
| YTD | -7.2% | -16.7% | +9.5% | -7.7% |
| 1Y | -8.9% | -23.3% | +14.5% | -9.5% |
| 3Y | +27.1% | -24.8% | +51.9% | +26.9% |
| 5Y | +33.8% | -88.0% | +121.8% | +21.7% |
| 10Y | +150.2% | -84.7% | +234.9% | +133.9% |
| All | +381.4% | -69.2% | +450.5% | +456.2% |
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