-20.0%
NVDA vs TSM
-2.3%
-17.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | -0.1% |
| 7D | -13.2% | +4.4% | -17.6% | -15.5% |
| 30D | -23.2% | -7.0% | -16.3% | -17.9% |
| 3M | -20.0% | -1.8% | -18.2% | -19.1% |
| All | -20.0% | -2.3% | -17.7% | -19.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling