+95.3%
TFC vs PEG
+148.3%
-53.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.5% |
| 7D | -2.5% | -0.9% | -1.6% | -2.0% |
| 30D | -2.8% | -2.8% | -0.1% | -1.3% |
| 3M | +2.1% | -6.9% | +9.1% | +6.4% |
| 6M | +10.1% | -11.4% | +21.5% | +17.7% |
| YTD | +5.4% | -7.4% | +12.8% | +9.3% |
| 1Y | +16.3% | -8.3% | +24.6% | +20.8% |
| 3Y | +95.9% | +31.5% | +64.3% | +58.1% |
| 5Y | +16.0% | +38.0% | -22.0% | -11.0% |
| All | +95.3% | +148.3% | -53.0% | +26.0% |
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