+957.3%
TT vs PEG
+136.9%
+820.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.7% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | -6.7% | -2.6% | -4.0% | -5.5% |
| 3M | -5.4% | -7.6% | +2.2% | -1.9% |
| 6M | +4.4% | -12.2% | +16.5% | +10.8% |
| YTD | +14.9% | -8.1% | +23.0% | +19.3% |
| 1Y | +9.3% | -7.0% | +16.2% | +12.4% |
| 3Y | +121.7% | +30.6% | +91.2% | +91.4% |
| 5Y | +148.2% | +34.4% | +113.8% | +109.4% |
| 10Y | +957.3% | +146.5% | +810.8% | +625.4% |
| All | +957.3% | +136.9% | +820.4% | +625.4% |
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