+364.1%
TTD vs PEG
+139.9%
+224.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -7.4% | -0.9% | -6.5% | -7.1% |
| 30D | +3.0% | -2.8% | +5.8% | +4.1% |
| 3M | -27.6% | -6.9% | -20.6% | -25.8% |
| 6M | -49.5% | -11.4% | -38.1% | -47.5% |
| YTD | -63.2% | -7.4% | -55.8% | -62.6% |
| 1Y | -69.7% | -8.3% | -61.5% | -69.2% |
| 3Y | -83.3% | +31.5% | -114.9% | -85.9% |
| 5Y | -80.8% | +38.0% | -118.8% | -84.2% |
| All | +364.1% | +139.9% | +224.3% | +275.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling