+1,815.4%
TSM vs PEG
+139.0%
+1,676.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +4.0% | -1.7% | +5.8% | +4.5% |
| 3M | +2.0% | -6.8% | +8.8% | +3.8% |
| 6M | +25.5% | -11.4% | +36.9% | +29.5% |
| YTD | +44.0% | -7.2% | +51.2% | +46.5% |
| 1Y | +75.4% | -6.1% | +81.6% | +77.6% |
| 3Y | +406.7% | +31.8% | +375.0% | +366.7% |
| 5Y | +285.0% | +35.6% | +249.4% | +247.4% |
| 10Y | +1,815.4% | +148.7% | +1,666.7% | +1,290.8% |
| All | +1,815.4% | +139.0% | +1,676.4% | +1,290.8% |
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