+236.4%
TSM vs NDAQ
+60.8%
+175.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.2% |
| 7D | -7.6% | +0.8% | -8.4% | -7.8% |
| 30D | -20.5% | +16.5% | -37.0% | -24.8% |
| 3M | -10.0% | +13.5% | -23.5% | -14.2% |
| 6M | -10.1% | +20.9% | -31.0% | -16.9% |
| YTD | +24.5% | +11.4% | +13.1% | +18.6% |
| 1Y | +31.2% | +25.9% | +5.3% | +17.7% |
| 3Y | +322.0% | +119.9% | +202.1% | +189.5% |
| All | +236.4% | +60.8% | +175.6% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling