+1,672.6%
TSM vs NDAQ
+472.7%
+1,199.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +14.8% | +1.7% | +13.1% | +14.1% |
| 30D | -8.9% | +16.2% | -25.1% | -14.8% |
| 3M | -5.3% | +14.0% | -19.2% | -10.8% |
| 6M | +2.6% | +22.3% | -19.7% | -7.3% |
| YTD | +34.5% | +13.0% | +21.5% | +25.0% |
| 1Y | +41.0% | +24.0% | +17.0% | +25.1% |
| 3Y | +333.1% | +117.1% | +216.0% | +189.3% |
| 5Y | +270.1% | +67.5% | +202.6% | +174.4% |
| All | +1,672.6% | +472.7% | +1,199.9% | +639.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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