+127.9%
TT vs PEG
+33.6%
+94.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.7% |
| 7D | -2.0% | -2.3% | +0.3% | -0.9% |
| 30D | -14.0% | +1.2% | -15.2% | -14.7% |
| 3M | -15.9% | -2.4% | -13.5% | -15.1% |
| 6M | -17.3% | -6.9% | -10.5% | -14.7% |
| YTD | +4.0% | -7.2% | +11.2% | +7.3% |
| 1Y | -7.1% | -8.9% | +1.7% | -3.3% |
| 3Y | +90.2% | +27.1% | +63.1% | +63.1% |
| All | +127.9% | +33.6% | +94.3% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling