+84.4%
TSM vs NI
+1.4%
+83.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +2.7% | +2.0% | +0.7% | +2.4% |
| 30D | +3.6% | -3.5% | +7.1% | +4.2% |
| 3M | -3.4% | -9.1% | +5.7% | -2.4% |
| 6M | +20.6% | -11.8% | +32.5% | +22.6% |
| YTD | +41.9% | +1.1% | +40.8% | +36.8% |
| 1Y | +84.4% | +6.7% | +77.7% | +78.5% |
| All | +84.4% | +1.4% | +83.0% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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