+474.2%
NVDA vs TSM
+275.5%
+198.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | -1.0% |
| 7D | -13.2% | +4.4% | -17.6% | -17.1% |
| 30D | -23.2% | -7.0% | -16.3% | -18.6% |
| 3M | -20.0% | -1.8% | -18.2% | -19.5% |
| 6M | -20.6% | +2.7% | -23.3% | -25.3% |
| YTD | -6.6% | +37.1% | -43.7% | -35.3% |
| 1Y | -9.8% | +43.5% | -53.3% | -40.4% |
| 3Y | +260.5% | +341.5% | -81.0% | -32.1% |
| 5Y | +474.2% | +278.9% | +195.3% | +26.0% |
| All | +474.2% | +275.5% | +198.7% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling