-51.7%
TSLL vs PEG
+31.2%
-82.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -11.0% | +2.6% | -13.6% | -12.8% |
| 30D | -5.3% | +3.3% | -8.6% | -8.0% |
| 3M | +20.8% | +1.1% | +19.7% | +19.1% |
| 6M | -36.0% | -1.4% | -34.6% | -36.8% |
| YTD | -47.3% | -4.6% | -42.7% | -47.0% |
| 1Y | -48.4% | -7.2% | -41.2% | -46.4% |
| 3Y | -5.4% | +33.7% | -39.2% | -25.1% |
| All | -51.7% | +31.2% | -82.9% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling