+102.5%
TNA vs PEG
+32.0%
+70.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -2.9% |
| 7D | -7.6% | -0.9% | -6.7% | -6.7% |
| 30D | -13.6% | -2.8% | -10.9% | -11.3% |
| 3M | +2.8% | -6.9% | +9.8% | +9.7% |
| 6M | +34.5% | -11.4% | +45.9% | +50.5% |
| YTD | +41.0% | -7.4% | +48.4% | +49.1% |
| 1Y | +52.0% | -8.3% | +60.3% | +62.0% |
| All | +102.5% | +32.0% | +70.5% | +34.6% |
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