+13,634.3%
TSM vs PEG
+1,804.6%
+11,829.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +3.6% | -2.4% | +6.0% | +4.4% |
| 3M | -3.4% | -4.8% | +1.4% | -2.1% |
| 6M | +20.6% | -10.7% | +31.3% | +24.8% |
| YTD | +41.9% | -6.7% | +48.5% | +44.5% |
| 1Y | +84.4% | -6.8% | +91.2% | +87.6% |
| 3Y | +380.2% | +34.5% | +345.7% | +328.1% |
| 5Y | +275.3% | +35.8% | +239.6% | +228.8% |
| 10Y | +1,751.4% | +141.7% | +1,609.6% | +1,168.2% |
| All | +13,634.3% | +1,804.6% | +11,829.7% | +3,579.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling