+45.8%
TNA vs PEG
-8.5%
+54.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.3% | -0.9% | -6.4% | -6.8% |
| 30D | -14.2% | -3.7% | -10.5% | -12.6% |
| 3M | -4.6% | -7.3% | +2.7% | -1.3% |
| 6M | +36.9% | -10.5% | +47.4% | +44.3% |
| YTD | +42.5% | -7.5% | +50.1% | +45.5% |
| 1Y | +45.8% | -8.7% | +54.5% | +50.4% |
| All | +45.8% | -8.5% | +54.3% | +50.4% |
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