+84.4%
TSM vs PEG
-7.0%
+91.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.7% |
| 30D | +3.6% | -2.4% | +6.0% | +3.9% |
| 3M | -3.4% | -4.8% | +1.4% | -3.5% |
| 6M | +20.6% | -10.7% | +31.3% | +23.0% |
| YTD | +41.9% | -6.7% | +48.5% | +42.1% |
| 1Y | +84.4% | -6.8% | +91.2% | +84.4% |
| All | +84.4% | -7.0% | +91.4% | +84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling