+15,200.7%
NVDA vs TSM
+1,769.0%
+13,431.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | -0.3% | +4.8% | -5.1% | -4.6% |
| 30D | +2.8% | +4.0% | -1.2% | -0.8% |
| 3M | +7.4% | +2.0% | +5.5% | +3.3% |
| 6M | +22.6% | +25.5% | -2.9% | -4.1% |
| YTD | +20.1% | +44.0% | -23.9% | -18.3% |
| 1Y | +31.2% | +75.4% | -44.3% | -27.0% |
| 3Y | +391.7% | +406.7% | -15.0% | -4.5% |
| 5Y | +911.9% | +285.0% | +626.9% | +162.7% |
| 10Y | +15,200.7% | +1,815.4% | +13,385.3% | +702.3% |
| All | +15,200.7% | +1,769.0% | +13,431.7% | +702.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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