+1.5%
TT vs PEG
-5.8%
+7.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -2.0% |
| 7D | +4.0% | +4.5% | -0.5% | +2.3% |
| 30D | -11.3% | +7.5% | -18.8% | -13.9% |
| 3M | -12.3% | +0.8% | -13.1% | -12.4% |
| 6M | -10.8% | 0.0% | -10.9% | -11.3% |
| YTD | +8.2% | -3.0% | +11.2% | +8.3% |
| 1Y | +1.5% | -4.7% | +6.2% | +3.0% |
| All | +1.5% | -5.8% | +7.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling