+411.0%
TSM vs PEG
+34.5%
+376.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | +6.0% | +1.0% | +5.0% | +5.7% |
| 30D | +4.5% | -1.9% | +6.4% | +5.1% |
| 3M | +3.1% | -3.7% | +6.8% | +3.9% |
| 6M | +30.2% | -9.4% | +39.6% | +34.0% |
| YTD | +45.2% | -6.0% | +51.2% | +47.1% |
| 1Y | +79.6% | -4.4% | +83.9% | +80.5% |
| 3Y | +411.0% | +33.5% | +377.5% | +402.1% |
| All | +411.0% | +34.5% | +376.5% | +402.1% |
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