+66.2%
TSM vs NI
+4.9%
+61.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +1.4% | -1.4% | +2.8% | +1.6% |
| 3M | +5.0% | -10.6% | +15.5% | +6.3% |
| 6M | +24.0% | -9.9% | +33.9% | +24.6% |
| YTD | +41.6% | +1.2% | +40.4% | +37.0% |
| 1Y | +66.2% | +4.4% | +61.7% | +59.3% |
| All | +66.2% | +4.9% | +61.3% | +59.3% |
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