+748.4%
TT vs PEG
+167.4%
+581.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +8.1% | +2.3% | +5.7% | +6.9% |
| 30D | -11.3% | +6.1% | -17.4% | -14.0% |
| 3M | -11.2% | -0.5% | -10.7% | -11.2% |
| 6M | -8.9% | -3.2% | -5.7% | -7.9% |
| YTD | +9.7% | -4.4% | +14.1% | +11.5% |
| 1Y | +1.3% | -7.4% | +8.6% | +4.5% |
| 3Y | +93.4% | +33.9% | +59.4% | +64.2% |
| 5Y | +133.5% | +42.3% | +91.2% | +90.9% |
| All | +748.4% | +167.4% | +581.0% | +464.9% |
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 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