+1,502.2%
TSM vs NDAQ
+484.3%
+1,018.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -14.3% | +15.9% | -30.1% | -19.7% |
| 3M | -7.2% | +15.1% | -22.3% | -13.0% |
| 6M | -5.1% | +22.9% | -28.0% | -14.5% |
| YTD | +28.9% | +12.8% | +16.0% | +19.9% |
| 1Y | +37.1% | +26.0% | +11.1% | +20.7% |
| 3Y | +341.5% | +119.7% | +221.8% | +193.1% |
| 5Y | +245.7% | +65.4% | +180.3% | +157.9% |
| 10Y | +1,502.2% | +469.3% | +1,033.0% | +566.4% |
| All | +1,502.2% | +484.3% | +1,018.0% | +566.4% |
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