+35.7%
TSM vs PEG
-7.0%
+42.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | -2.1% | +2.6% | -4.6% | -2.1% |
| 30D | -12.5% | +3.3% | -15.9% | -12.5% |
| 3M | -5.0% | +1.1% | -6.1% | -4.9% |
| 6M | -3.2% | -1.4% | -1.8% | -4.2% |
| YTD | +31.5% | -4.6% | +36.1% | +30.7% |
| 1Y | +35.7% | -7.2% | +42.9% | +36.8% |
| All | +35.7% | -7.0% | +42.7% | +36.8% |
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 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