+991.1%
TSM vs NET
+1,449.6%
-458.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| YTD | +41.9% | +41.5% | +0.4% | +28.2% |
| 1Y | +84.4% | +32.8% | +51.5% | +68.2% |
| 3Y | +380.2% | +335.9% | +44.3% | +239.3% |
| 5Y | +275.3% | +113.8% | +161.5% | +166.5% |
| All | +991.1% | +1,449.6% | -458.4% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling