+1,707.0%
TSM vs NEM
+385.3%
+1,321.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | -7.0% | +1.1% | -8.1% | -7.4% |
| 3M | -1.8% | +1.3% | -3.1% | -2.4% |
| 6M | +2.7% | -1.4% | +4.1% | +2.1% |
| YTD | +37.1% | +19.4% | +17.7% | +31.6% |
| 1Y | +43.5% | +32.9% | +10.5% | +35.2% |
| 3Y | +341.5% | +267.0% | +74.5% | +250.8% |
| 5Y | +278.9% | +131.0% | +147.9% | +215.1% |
| All | +1,707.0% | +385.3% | +1,321.7% | +1,293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling