+11,954.4%
TSM vs PEGA
+330.1%
+11,624.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.8% | +6.9% |
| 7D | -7.6% | -4.5% | -3.0% | -6.9% |
| 30D | -20.5% | -5.7% | -14.8% | -19.9% |
| 3M | -10.0% | +2.6% | -12.6% | -10.9% |
| 6M | -10.1% | -10.6% | +0.5% | -9.7% |
| YTD | +24.5% | -45.5% | +70.0% | +34.1% |
| 1Y | +31.2% | -44.8% | +76.0% | +40.9% |
| 3Y | +322.0% | +45.5% | +276.4% | +273.2% |
| 5Y | +245.3% | -45.3% | +290.6% | +246.1% |
| 10Y | +1,465.8% | +102.4% | +1,363.5% | +1,169.3% |
| All | +11,954.4% | +330.1% | +11,624.3% | +6,430.9% |
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