-72.0%
TTD vs PEG
-6.2%
-65.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +3.1% |
| 7D | +3.7% | +1.0% | +2.6% | +4.2% |
| 30D | +10.4% | +6.6% | +3.8% | +14.0% |
| 3M | -31.6% | -3.1% | -28.5% | -33.1% |
| 6M | -45.1% | -7.4% | -37.7% | -47.2% |
| YTD | -65.1% | -6.4% | -58.7% | -66.2% |
| 1Y | -72.0% | -7.4% | -64.6% | -72.9% |
| All | -72.0% | -6.2% | -65.8% | -72.9% |
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 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