+802.2%
TTMI vs PEG
+35.4%
+766.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +6.0% | -0.9% | +6.9% | +6.5% |
| 30D | -6.4% | -2.8% | -3.7% | -5.0% |
| 3M | -28.9% | -6.9% | -22.0% | -26.5% |
| 6M | +26.9% | -11.4% | +38.3% | +34.5% |
| YTD | +77.3% | -7.4% | +84.7% | +83.6% |
| 1Y | +147.5% | -8.3% | +155.8% | +157.3% |
| 3Y | +847.6% | +31.5% | +816.1% | +711.2% |
| 5Y | +802.2% | +38.0% | +764.3% | +673.2% |
| All | +802.2% | +35.4% | +766.8% | +673.2% |
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