+1,643.1%
TSM vs PEG
+171.2%
+1,471.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | +6.2% | +4.5% | +1.7% | +4.9% |
| 30D | -7.3% | +7.5% | -14.8% | -9.3% |
| 3M | -7.1% | +0.8% | -8.0% | -7.5% |
| 6M | +0.2% | 0.0% | +0.2% | -0.2% |
| YTD | +32.2% | -3.0% | +35.3% | +32.6% |
| 1Y | +42.8% | -4.7% | +47.5% | +43.9% |
| 3Y | +330.4% | +36.5% | +293.9% | +292.7% |
| 5Y | +263.9% | +44.4% | +219.6% | +223.2% |
| All | +1,643.1% | +171.2% | +1,471.8% | +1,224.0% |
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