-80.9%
TTD vs PEG
+32.7%
-113.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -4.6% | -1.0% | -3.6% | -4.4% |
| 30D | +3.7% | -2.6% | +6.3% | +4.3% |
| 3M | -30.2% | -7.6% | -22.6% | -28.9% |
| 6M | -51.4% | -12.2% | -39.2% | -49.9% |
| YTD | -63.4% | -8.1% | -55.4% | -63.0% |
| 1Y | -73.5% | -7.0% | -66.5% | -73.4% |
| 3Y | -83.5% | +30.6% | -114.0% | -85.9% |
| 5Y | -80.9% | +34.4% | -115.3% | -83.6% |
| All | -80.9% | +32.7% | -113.6% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling