+38.5%
TNA vs PEG
-6.2%
+44.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +2.4% | +1.0% | +1.4% | +2.0% |
| 30D | -0.9% | +6.6% | -7.5% | -3.3% |
| 3M | -19.2% | -3.1% | -16.1% | -18.1% |
| 6M | -0.8% | -7.4% | +6.5% | +1.9% |
| YTD | +33.2% | -6.4% | +39.6% | +34.7% |
| 1Y | +38.5% | -7.4% | +46.0% | +41.1% |
| All | +38.5% | -6.2% | +44.7% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling