+12,377.6%
TSM vs PEGA
+313.6%
+12,064.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.2% |
| 7D | -2.5% | -10.0% | +7.5% | -0.9% |
| 30D | -14.3% | -12.7% | -1.6% | -12.5% |
| 3M | -7.2% | -4.6% | -2.6% | -7.1% |
| 6M | -5.1% | -13.1% | +8.0% | -4.3% |
| YTD | +28.9% | -47.6% | +76.5% | +39.7% |
| 1Y | +37.1% | -47.0% | +84.1% | +48.2% |
| 3Y | +341.5% | +42.0% | +299.5% | +291.9% |
| 5Y | +245.7% | -47.8% | +293.5% | +249.1% |
| 10Y | +1,502.2% | +92.0% | +1,410.3% | +1,209.5% |
| All | +12,377.6% | +313.6% | +12,064.0% | +6,701.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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