+36.0%
TSM vs PEG
-6.2%
+42.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -10.0% | +1.0% | -11.0% | -10.0% |
| 30D | -18.5% | +6.6% | -25.1% | -18.7% |
| 3M | -4.9% | -3.1% | -1.8% | -4.7% |
| 6M | -1.0% | -7.4% | +6.4% | -0.9% |
| YTD | +31.3% | -6.4% | +37.7% | +31.0% |
| 1Y | +36.0% | -7.4% | +43.5% | +36.2% |
| All | +36.0% | -6.2% | +42.2% | +36.2% |
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 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