+75.4%
TSM vs NEM
+70.3%
+5.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +4.8% | +3.1% | +1.7% | +3.8% |
| 30D | +4.0% | +10.0% | -6.0% | +0.9% |
| 3M | +2.0% | +30.9% | -28.9% | -6.8% |
| 6M | +25.5% | +10.5% | +15.0% | +19.2% |
| YTD | +44.0% | +29.7% | +14.3% | +31.4% |
| 1Y | +75.4% | +71.1% | +4.3% | +38.3% |
| All | +75.4% | +70.3% | +5.1% | +38.3% |
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