+330.4%
TSM vs PEP
-2.9%
+333.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -0.9% |
| 7D | +6.2% | +2.9% | +3.3% | +7.3% |
| 30D | -7.3% | +12.5% | -19.8% | -3.1% |
| 3M | -7.1% | +4.5% | -11.7% | -5.1% |
| 6M | +0.2% | -0.5% | +0.7% | +1.9% |
| YTD | +32.2% | +4.4% | +27.8% | +37.0% |
| 1Y | +42.8% | +4.4% | +38.4% | +48.0% |
| 3Y | +330.4% | -3.4% | +333.8% | +324.9% |
| All | +330.4% | -2.9% | +333.4% | +324.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling