-68.3%
TTD vs PEG
-8.5%
-59.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.6% |
| 7D | -0.6% | -0.9% | +0.3% | -1.0% |
| 30D | +6.3% | -3.7% | +10.0% | +4.4% |
| 3M | -24.1% | -7.3% | -16.9% | -26.5% |
| 6M | -47.4% | -10.5% | -37.0% | -49.3% |
| YTD | -62.2% | -7.5% | -54.7% | -63.3% |
| 1Y | -68.3% | -8.7% | -59.6% | -68.9% |
| All | -68.3% | -8.5% | -59.8% | -68.9% |
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