-5.9%
TSLL vs PEG
+33.3%
-39.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.2% |
| 7D | +0.5% | +1.5% | -1.0% | -0.6% |
| 30D | +2.7% | +5.0% | -2.3% | -1.8% |
| 3M | +26.3% | -0.3% | +26.6% | +26.1% |
| 6M | -37.2% | -2.7% | -34.5% | -37.4% |
| YTD | -44.2% | -5.1% | -39.2% | -44.0% |
| 1Y | -44.0% | -8.3% | -35.7% | -41.0% |
| All | -5.9% | +33.3% | -39.2% | -20.6% |
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