+264.0%
TSM vs NET
+36.7%
+227.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -1.7% |
| 7D | -10.0% | -16.4% | +6.4% | -6.7% |
| 30D | -18.5% | -25.8% | +7.3% | -13.7% |
| 3M | -4.9% | -11.5% | +6.7% | -3.3% |
| 6M | -1.0% | +18.9% | -19.9% | -6.5% |
| YTD | +31.3% | +35.2% | -4.0% | +18.6% |
| 1Y | +36.0% | +14.5% | +21.6% | +27.3% |
| 3Y | +348.7% | +313.8% | +34.9% | +216.6% |
| 5Y | +264.0% | +32.6% | +231.4% | +151.7% |
| All | +264.0% | +36.7% | +227.3% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling