+123.0%
TT vs PEG
+36.1%
+86.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -7.2% | -2.4% | -4.7% | -6.1% |
| 3M | -3.0% | -4.8% | +1.8% | -1.0% |
| 6M | +1.4% | -10.7% | +12.0% | +6.4% |
| YTD | +15.9% | -6.7% | +22.6% | +19.2% |
| 1Y | +9.4% | -6.8% | +16.3% | +12.2% |
| All | +123.0% | +36.1% | +86.9% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling