+12,702.2%
TSM vs NI
+1,674.6%
+11,027.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +6.2% | +4.3% | +1.9% | +4.6% |
| 30D | -7.3% | +12.4% | -19.6% | -11.2% |
| 3M | -7.1% | +10.2% | -17.3% | -10.5% |
| 6M | +0.2% | -0.8% | +1.0% | +0.1% |
| YTD | +32.2% | +13.2% | +19.0% | +25.6% |
| 1Y | +42.8% | +10.1% | +32.7% | +36.9% |
| 3Y | +330.4% | +103.1% | +227.3% | +224.1% |
| 5Y | +263.9% | +115.5% | +148.4% | +162.2% |
| 10Y | +1,580.2% | +195.5% | +1,384.7% | +894.0% |
| All | +12,702.2% | +1,674.6% | +11,027.6% | +5,351.1% |
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