+1,779.8%
TSM vs NOK
+144.6%
+1,635.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | +0.1% |
| 7D | +1.0% | +11.0% | -10.0% | -1.5% |
| 30D | +1.0% | +7.8% | -6.9% | -0.9% |
| 3M | +2.9% | -21.0% | +23.9% | +7.9% |
| 6M | +22.8% | +40.9% | -18.1% | +11.5% |
| YTD | +43.3% | +72.0% | -28.7% | +23.9% |
| 1Y | +69.2% | +140.9% | -71.7% | +33.6% |
| 3Y | +404.5% | +194.3% | +210.2% | +274.1% |
| 5Y | +282.2% | +112.5% | +169.7% | +202.0% |
| All | +1,779.8% | +144.6% | +1,635.2% | +1,203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 10y: compounded portfolio wealth divided by compounded NOK 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…
10y analysis · Full analysis span regression · 6 months rolling