+8,608.1%
TT vs PEGA
+1,209.2%
+7,398.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | 0.0% | +3.3% | -3.3% | -0.4% |
| 30D | -7.2% | +17.7% | -24.9% | -8.9% |
| 3M | -3.0% | +5.8% | -8.8% | -4.1% |
| 6M | +1.4% | -20.3% | +21.6% | +2.9% |
| YTD | +15.9% | -37.1% | +53.0% | +20.0% |
| 1Y | +9.4% | -30.2% | +39.6% | +11.6% |
| 3Y | +124.4% | +48.1% | +76.3% | +105.9% |
| 5Y | +138.0% | -46.8% | +184.8% | +137.8% |
| 10Y | +886.4% | +191.3% | +695.1% | +722.8% |
| All | +8,608.1% | +1,209.2% | +7,398.9% | +5,229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded PEGA 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling