+13,634.3%
TSM vs PEP
+631.7%
+13,002.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.1% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | +3.6% | +0.2% | +3.4% | +3.4% |
| 3M | -3.4% | -1.1% | -2.3% | -3.7% |
| 6M | +20.6% | -13.5% | +34.1% | +25.5% |
| YTD | +41.9% | -1.2% | +43.1% | +40.6% |
| 1Y | +84.4% | -1.6% | +85.9% | +81.9% |
| 3Y | +380.2% | -12.5% | +392.7% | +383.1% |
| 5Y | +275.3% | +3.0% | +272.3% | +250.8% |
| 10Y | +1,751.4% | +73.9% | +1,677.5% | +1,299.7% |
| All | +13,634.3% | +631.7% | +13,002.6% | +6,608.9% |
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 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