+8,131.0%
TMO vs PEG
+2,889.2%
+5,241.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.9% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +1.0% | -1.7% | +2.7% | +1.5% |
| 3M | +22.7% | -6.8% | +29.5% | +25.4% |
| 6M | +19.0% | -11.4% | +30.4% | +23.3% |
| YTD | +4.7% | -7.2% | +12.0% | +6.7% |
| 1Y | +26.0% | -6.1% | +32.1% | +27.6% |
| 3Y | +18.0% | +31.8% | -13.8% | +5.8% |
| 5Y | +8.0% | +35.6% | -27.6% | -4.6% |
| 10Y | +333.8% | +148.7% | +185.0% | +206.4% |
| All | +8,131.0% | +2,889.2% | +5,241.9% | +2,736.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling