+13,634.3%
TSM vs NEM
+336.9%
+13,297.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.6% | +3.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | +3.6% | +23.1% | -19.5% | +1.3% |
| 3M | -3.4% | +18.5% | -21.9% | -5.2% |
| 6M | +20.6% | +7.8% | +12.8% | +19.3% |
| YTD | +41.9% | +29.1% | +12.8% | +37.7% |
| 1Y | +84.4% | +72.7% | +11.7% | +73.8% |
| 3Y | +380.2% | +248.7% | +131.5% | +320.3% |
| 5Y | +275.3% | +148.7% | +126.6% | +235.1% |
| 10Y | +1,751.4% | +304.8% | +1,446.6% | +1,465.2% |
| All | +13,634.3% | +336.9% | +13,297.4% | +18,187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling