+77.9%
TEM vs PEG
+11.9%
+66.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.1% | -6.5% |
| 7D | -5.9% | +4.5% | -10.4% | -8.1% |
| 30D | +4.8% | +7.5% | -2.7% | +0.4% |
| 3M | +31.9% | +0.8% | +31.0% | +31.1% |
| 6M | +56.0% | 0.0% | +56.0% | +54.0% |
| YTD | +21.3% | -3.0% | +24.3% | +20.6% |
| 1Y | +5.4% | -4.7% | +10.1% | +6.8% |
| All | +77.9% | +11.9% | +66.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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