-46.0%
TSLL vs PEG
-6.2%
-39.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.2% |
| 7D | -9.4% | +1.0% | -10.5% | -9.2% |
| 30D | +1.6% | +6.6% | -5.0% | +3.3% |
| 3M | +29.4% | -3.1% | +32.5% | +28.3% |
| 6M | -20.1% | -7.4% | -12.8% | -22.1% |
| YTD | -44.5% | -6.4% | -38.1% | -46.5% |
| 1Y | -46.0% | -7.4% | -38.6% | -48.8% |
| All | -46.0% | -6.2% | -39.8% | -48.8% |
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