+330.4%
TSM vs NEM
+252.4%
+78.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.2% | -6.4% | +12.6% | +7.7% |
| 30D | -7.3% | +1.4% | -8.7% | -7.8% |
| 3M | -7.1% | -0.7% | -6.4% | -7.4% |
| 6M | +0.2% | -4.5% | +4.7% | 0.0% |
| YTD | +32.2% | +14.0% | +18.2% | +27.1% |
| 1Y | +42.8% | +27.3% | +15.5% | +34.4% |
| 3Y | +330.4% | +250.5% | +79.9% | +252.9% |
| All | +330.4% | +252.4% | +78.0% | +252.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling