+36.0%
TSM vs NEM
+50.9%
-14.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.9% | -12.1% | -5.0% |
| 7D | -10.0% | +3.7% | -13.6% | -10.9% |
| 30D | -18.5% | +2.0% | -20.5% | -19.1% |
| 3M | -4.9% | +21.1% | -26.0% | -11.2% |
| 6M | -1.0% | +9.5% | -10.5% | -5.2% |
| YTD | +31.3% | +19.1% | +12.2% | +23.0% |
| 1Y | +36.0% | +51.1% | -15.1% | +19.2% |
| All | +36.0% | +50.9% | -14.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling