-49.1%
TSLL vs PEG
+33.3%
-82.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.9% |
| 7D | +17.8% | +4.5% | +13.3% | +13.7% |
| 30D | +8.2% | +7.5% | +0.7% | +1.6% |
| 3M | +20.9% | +0.8% | +20.0% | +19.4% |
| 6M | -37.5% | 0.0% | -37.5% | -39.0% |
| YTD | -44.5% | -3.0% | -41.5% | -45.0% |
| 1Y | -33.0% | -4.7% | -28.2% | -32.2% |
| 3Y | -6.4% | +36.5% | -42.9% | -27.1% |
| All | -49.1% | +33.3% | -82.5% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling