+36.0%
TSM vs NET
+11.0%
+25.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -1.9% |
| 7D | -10.0% | -16.4% | +6.4% | -7.7% |
| 30D | -18.5% | -25.8% | +7.3% | -15.3% |
| 3M | -4.9% | -11.5% | +6.7% | -3.4% |
| 6M | -1.0% | +18.9% | -19.9% | -3.7% |
| YTD | +31.3% | +35.2% | -4.0% | +24.5% |
| 1Y | +36.0% | +14.5% | +21.6% | +39.6% |
| All | +36.0% | +11.0% | +25.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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