+613,227.1%
NVDA vs TSM
+13,815.6%
+599,411.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | -1.2% |
| 7D | +5.9% | +2.7% | +3.2% | +3.9% |
| 30D | +5.1% | +3.6% | +1.5% | +2.6% |
| 3M | +5.4% | -3.4% | +8.7% | +6.7% |
| 6M | +26.0% | +20.6% | +5.4% | +8.3% |
| YTD | +23.7% | +41.9% | -18.2% | -5.7% |
| 1Y | +34.4% | +84.4% | -50.0% | -15.6% |
| 3Y | +375.8% | +380.2% | -4.4% | +55.0% |
| 5Y | +911.8% | +275.3% | +636.4% | +309.7% |
| 10Y | +14,899.8% | +1,751.4% | +13,148.4% | +2,069.2% |
| All | +613,227.1% | +13,815.6% | +599,411.5% | +31,656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling