-87.4%
TMF vs PEGA
-46.5%
-41.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.4% |
| 7D | -1.4% | +3.3% | -4.7% | -1.7% |
| 30D | -2.8% | +17.7% | -20.6% | -4.2% |
| 3M | -10.9% | +5.8% | -16.7% | -11.6% |
| 6M | -21.3% | -20.3% | -1.1% | -20.2% |
| YTD | -15.9% | -37.1% | +21.3% | -13.2% |
| 1Y | -15.7% | -30.2% | +14.5% | -14.0% |
| 3Y | -43.4% | +48.1% | -91.5% | -48.5% |
| All | -87.4% | -46.5% | -41.0% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 5y: compounded portfolio wealth divided by compounded PEGA 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…
5y analysis · Full analysis span regression · 6 months rolling