+273.1%
TSM vs NET
+112.9%
+160.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.2% |
| 7D | +2.7% | -7.0% | +9.7% | +4.1% |
| 30D | +3.6% | -4.8% | +8.4% | +4.2% |
| 3M | -3.4% | +3.8% | -7.2% | -4.7% |
| 6M | +20.6% | +50.0% | -29.4% | +8.3% |
| YTD | +41.9% | +41.5% | +0.4% | +27.9% |
| 1Y | +84.4% | +32.8% | +51.5% | +67.9% |
| 3Y | +380.2% | +335.9% | +44.3% | +237.6% |
| All | +273.1% | +112.9% | +160.2% | +146.1% |
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