+1,239.7%
TNA vs PEG
+401.6%
+838.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -2.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.5% |
| 30D | -10.1% | -1.7% | -8.3% | -7.9% |
| 3M | +2.7% | -6.8% | +9.5% | +12.9% |
| 6M | +38.4% | -11.4% | +49.8% | +62.3% |
| YTD | +45.4% | -7.2% | +52.7% | +57.5% |
| 1Y | +55.9% | -6.1% | +62.1% | +64.4% |
| 3Y | +109.8% | +31.8% | +78.1% | +27.8% |
| 5Y | -22.5% | +35.6% | -58.1% | -54.3% |
| 10Y | +87.5% | +148.7% | -61.2% | -55.2% |
| All | +1,239.7% | +401.6% | +838.1% | -18.6% |
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 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