+8,839.7%
TSM vs NDAQ
+2,666.5%
+6,173.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.6% |
| 7D | -2.1% | +2.9% | -4.9% | -2.9% |
| 30D | -12.5% | +17.5% | -30.0% | -17.1% |
| 3M | -5.0% | +15.4% | -20.4% | -9.6% |
| 6M | -3.2% | +24.6% | -27.8% | -10.8% |
| YTD | +31.5% | +14.4% | +17.1% | +23.8% |
| 1Y | +35.7% | +26.9% | +8.8% | +23.5% |
| 3Y | +323.5% | +119.8% | +203.7% | +221.6% |
| 5Y | +263.4% | +70.5% | +192.9% | +196.1% |
| 10Y | +1,598.5% | +475.8% | +1,122.7% | +842.1% |
| All | +8,839.7% | +2,666.5% | +6,173.2% | +3,572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling