+443.1%
TTMI vs PEG
+889.7%
-446.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +9.0% | +8.9% |
| 7D | +5.9% | +0.7% | +5.2% | +5.5% |
| 30D | -4.3% | -2.4% | -1.9% | -3.1% |
| 3M | -32.0% | -4.8% | -27.3% | -30.7% |
| 6M | +19.5% | -10.7% | +30.2% | +26.3% |
| YTD | +82.0% | -6.7% | +88.7% | +88.1% |
| 1Y | +172.6% | -6.8% | +179.5% | +181.6% |
| 3Y | +744.7% | +34.5% | +710.2% | +615.6% |
| 5Y | +805.6% | +35.8% | +769.8% | +656.4% |
| 10Y | +1,057.6% | +141.7% | +915.9% | +591.4% |
| All | +443.1% | +889.7% | -446.5% | +66.1% |
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