-55.4%
TSLL vs PEG
+28.3%
-83.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.7% |
| 7D | +1.9% | +0.7% | +1.2% | +1.4% |
| 30D | +17.8% | -2.4% | +20.2% | +19.9% |
| 3M | -37.0% | -4.8% | -32.2% | -35.9% |
| 6M | -37.7% | -10.7% | -27.0% | -32.7% |
| YTD | -51.4% | -6.7% | -44.7% | -50.1% |
| 1Y | -23.4% | -6.8% | -16.5% | -21.5% |
| 3Y | -30.8% | +34.5% | -65.3% | -45.2% |
| All | -55.4% | +28.3% | -83.8% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling