+341.5%
TSM vs PEG
+33.8%
+307.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.5% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | -14.3% | +3.8% | -18.1% | -15.3% |
| 3M | -7.2% | +0.1% | -7.3% | -7.3% |
| 6M | -5.1% | -1.0% | -4.1% | -5.4% |
| YTD | +28.9% | -4.1% | +33.0% | +29.8% |
| 1Y | +37.1% | -6.9% | +43.9% | +39.6% |
| 3Y | +341.5% | +35.6% | +305.8% | +346.2% |
| All | +341.5% | +33.8% | +307.6% | +346.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling