+1,753.6%
TSM vs PEP
+76.2%
+1,677.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +4.5% | +0.7% | +3.9% | +4.3% |
| 3M | +3.1% | -0.5% | +3.6% | +2.7% |
| 6M | +30.2% | -11.3% | +41.5% | +33.9% |
| YTD | +45.2% | -0.6% | +45.8% | +43.8% |
| 1Y | +79.6% | +1.7% | +77.9% | +75.6% |
| 3Y | +411.0% | -12.5% | +423.5% | +416.1% |
| 5Y | +290.7% | +3.9% | +286.8% | +255.9% |
| 10Y | +1,753.6% | +76.6% | +1,677.0% | +1,168.4% |
| All | +1,753.6% | +76.2% | +1,677.4% | +1,168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling