+1,124.0%
TTMI vs PEG
+148.0%
+976.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | -8.4% | -3.7% | -4.7% | -6.7% |
| 3M | -32.5% | -7.3% | -25.2% | -30.1% |
| 6M | +32.5% | -10.5% | +43.0% | +39.5% |
| YTD | +83.2% | -7.5% | +90.7% | +89.9% |
| 1Y | +161.7% | -8.7% | +170.4% | +172.6% |
| 3Y | +890.1% | +31.4% | +858.8% | +755.6% |
| 5Y | +832.4% | +37.8% | +794.7% | +680.6% |
| All | +1,124.0% | +148.0% | +976.0% | +815.6% |
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 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