+330.4%
TSM vs NDAQ
+117.7%
+212.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.2% | +1.3% | +4.9% | +5.9% |
| 30D | -7.3% | +18.0% | -25.2% | -11.3% |
| 3M | -7.1% | +11.5% | -18.7% | -9.9% |
| 6M | +0.2% | +21.1% | -20.8% | -5.4% |
| YTD | +32.2% | +12.8% | +19.4% | +28.8% |
| 1Y | +42.8% | +25.7% | +17.1% | +31.2% |
| 3Y | +330.4% | +116.8% | +213.6% | +207.7% |
| All | +330.4% | +117.7% | +212.7% | +207.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling