+11,237.1%
TSM vs PEP
+658.7%
+10,578.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.2% | -11.0% | -10.8% |
| 7D | -18.2% | +6.7% | -24.9% | -20.1% |
| 30D | -26.8% | +13.5% | -40.3% | -30.1% |
| 3M | -14.5% | +3.9% | -18.4% | -16.0% |
| 6M | -10.0% | -6.0% | -4.0% | -9.2% |
| YTD | +17.1% | +2.5% | +14.6% | +14.2% |
| 1Y | +21.5% | +3.9% | +17.6% | +17.7% |
| 3Y | +300.4% | -4.7% | +305.0% | +289.2% |
| 5Y | +224.7% | +1.1% | +223.6% | +205.4% |
| 10Y | +1,372.7% | +83.8% | +1,288.8% | +987.2% |
| All | +11,237.1% | +658.7% | +10,578.4% | +5,348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling