-46.7%
TOST vs PEG
+40.7%
-87.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.3% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | -3.5% | -1.9% | -1.6% | -2.6% |
| 3M | +38.1% | -3.7% | +41.8% | +40.3% |
| 6M | +9.9% | -9.4% | +19.3% | +14.8% |
| YTD | -6.3% | -6.0% | -0.3% | -4.9% |
| 1Y | -18.3% | -4.4% | -13.9% | -18.7% |
| 3Y | +59.7% | +33.5% | +26.2% | +27.9% |
| All | -46.7% | +40.7% | -87.5% | -60.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling