+285.0%
TSM vs NI
+95.2%
+189.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.8% | +1.3% | +3.5% | +4.6% |
| 30D | +4.0% | -0.3% | +4.3% | +4.1% |
| 3M | +2.0% | -9.5% | +11.4% | +3.3% |
| 6M | +25.5% | -10.2% | +35.7% | +27.1% |
| YTD | +44.0% | +1.8% | +42.2% | +43.1% |
| 1Y | +75.4% | +5.7% | +69.8% | +73.4% |
| 3Y | +406.7% | +69.6% | +337.1% | +372.6% |
| 5Y | +285.0% | +95.8% | +189.2% | +259.0% |
| All | +285.0% | +95.2% | +189.8% | +259.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling