+913.8%
NVDA vs TSM
+287.3%
+626.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -4.2% |
| 7D | +3.8% | +6.0% | -2.2% | -1.8% |
| 30D | +0.8% | +4.5% | -3.7% | -3.3% |
| 3M | +8.2% | +3.1% | +5.1% | +2.8% |
| 6M | +27.1% | +30.2% | -3.1% | -5.0% |
| YTD | +21.2% | +45.2% | -24.0% | -19.7% |
| 1Y | +34.3% | +79.6% | -45.3% | -29.3% |
| 3Y | +396.3% | +411.0% | -14.7% | -20.4% |
| 5Y | +913.8% | +290.7% | +623.1% | +123.2% |
| All | +913.8% | +287.3% | +626.5% | +123.2% |
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