+373.1%
TSM vs NET
+339.9%
+33.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.3% |
| 7D | +2.7% | -7.0% | +9.7% | +4.3% |
| 30D | +3.6% | -4.8% | +8.4% | +4.3% |
| 3M | -3.4% | +3.8% | -7.2% | -5.0% |
| 6M | +20.6% | +50.0% | -29.4% | +5.2% |
| YTD | +41.9% | +41.5% | +0.4% | +24.2% |
| 1Y | +84.4% | +32.8% | +51.5% | +63.7% |
| All | +373.1% | +339.9% | +33.1% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling