-72.2%
TTD vs PEG
-7.0%
-65.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.5% |
| 7D | +6.3% | +0.7% | +5.6% | +6.7% |
| 30D | -23.9% | -2.4% | -21.5% | -24.8% |
| 3M | -31.4% | -4.8% | -26.6% | -32.8% |
| 6M | -42.7% | -10.7% | -32.0% | -45.3% |
| YTD | -62.0% | -6.7% | -55.3% | -62.9% |
| 1Y | -72.2% | -6.8% | -65.4% | -72.4% |
| All | -72.2% | -7.0% | -65.2% | -72.4% |
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