+281.7%
TSM vs NDAQ
+58.5%
+223.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +3.5% |
| 7D | +2.7% | -2.4% | +5.2% | +3.6% |
| 30D | +3.6% | +2.5% | +1.1% | +2.6% |
| 3M | -3.4% | +9.9% | -13.3% | -7.4% |
| 6M | +20.6% | +9.4% | +11.2% | +15.3% |
| YTD | +41.9% | +0.4% | +41.5% | +40.4% |
| 1Y | +84.4% | +4.0% | +80.3% | +78.9% |
| 3Y | +380.2% | +94.4% | +285.8% | +244.1% |
| All | +281.7% | +58.5% | +223.2% | +179.7% |
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 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