+13,957.4%
TSM vs NI
+1,503.8%
+12,453.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.9% |
| 7D | +6.0% | +2.3% | +3.7% | +5.2% |
| 30D | +4.5% | -1.7% | +6.2% | +5.1% |
| 3M | +3.1% | -8.0% | +11.1% | +6.0% |
| 6M | +30.2% | -8.6% | +38.9% | +33.9% |
| YTD | +45.2% | +2.3% | +42.9% | +43.2% |
| 1Y | +79.6% | +6.9% | +72.6% | +74.0% |
| 3Y | +411.0% | +70.6% | +340.4% | +309.7% |
| 5Y | +290.7% | +96.4% | +194.3% | +191.0% |
| 10Y | +1,753.6% | +136.1% | +1,617.5% | +1,100.4% |
| All | +13,957.4% | +1,503.8% | +12,453.6% | +6,116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling