+379.4%
TTD vs PEG
+141.7%
+237.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | +6.3% | +0.7% | +5.6% | +6.1% |
| 30D | -23.9% | -2.4% | -21.5% | -23.2% |
| 3M | -31.4% | -4.8% | -26.6% | -30.3% |
| 6M | -42.7% | -10.7% | -32.0% | -40.6% |
| YTD | -62.0% | -6.7% | -55.3% | -61.5% |
| 1Y | -72.2% | -6.8% | -65.4% | -71.9% |
| 3Y | -81.9% | +34.5% | -116.4% | -84.8% |
| 5Y | -81.5% | +35.8% | -117.3% | -84.7% |
| All | +379.4% | +141.7% | +237.7% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling