+96.7%
TFC vs PEG
+34.5%
+62.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.4% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | -2.5% | -1.9% | -0.6% | -1.8% |
| 3M | +4.5% | -3.7% | +8.2% | +6.0% |
| 6M | +11.0% | -9.4% | +20.4% | +15.1% |
| YTD | +5.9% | -6.0% | +11.9% | +7.8% |
| 1Y | +14.6% | -4.4% | +18.9% | +15.2% |
| 3Y | +96.7% | +33.5% | +63.2% | +56.5% |
| All | +96.7% | +34.5% | +62.3% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling