-56.8%
TSLL vs PEG
+27.6%
-84.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +9.2% |
| 7D | -21.2% | -2.3% | -19.0% | -19.7% |
| 30D | -13.3% | +1.2% | -14.5% | -14.4% |
| 3M | +15.4% | -2.4% | +17.7% | +16.9% |
| 6M | -34.2% | -6.9% | -27.4% | -31.9% |
| YTD | -52.9% | -7.2% | -45.7% | -51.6% |
| 1Y | -54.3% | -8.9% | -45.5% | -52.1% |
| 3Y | -18.4% | +27.1% | -45.5% | -32.7% |
| All | -56.8% | +27.6% | -84.4% | -63.0% |
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 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