+397.4%
PEG vs TMF
-69.2%
+466.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +0.1% | -2.7% | +2.8% | 0.0% |
| 6M | -1.0% | -13.2% | +12.2% | -1.4% |
| YTD | -4.1% | -16.7% | +12.6% | -4.6% |
| 1Y | -6.9% | -22.7% | +15.9% | -7.5% |
| 3Y | +35.6% | -26.1% | +61.7% | +35.3% |
| 5Y | +42.8% | -88.4% | +131.2% | +29.5% |
| 10Y | +160.2% | -81.8% | +242.0% | +146.7% |
| All | +397.4% | -69.2% | +466.5% | +474.7% |
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