+411.0%
TSM vs NEM
+249.7%
+161.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | +6.0% | +3.9% | +2.2% | +5.1% |
| 30D | +4.5% | +12.7% | -8.2% | +1.6% |
| 3M | +3.1% | +28.7% | -25.6% | -3.1% |
| 6M | +30.2% | +9.8% | +20.4% | +26.0% |
| YTD | +45.2% | +28.1% | +17.1% | +36.5% |
| 1Y | +79.6% | +69.3% | +10.2% | +60.4% |
| 3Y | +411.0% | +247.7% | +163.3% | +306.7% |
| All | +411.0% | +249.7% | +161.2% | +306.7% |
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