+1,643.1%
TSM vs NOK
+127.4%
+1,515.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.0% |
| 7D | +6.2% | +5.4% | +0.9% | +4.9% |
| 30D | -7.3% | -14.1% | +6.9% | -3.9% |
| 3M | -7.1% | -23.6% | +16.5% | -1.5% |
| 6M | +0.2% | -45.1% | +45.4% | +13.7% |
| YTD | +32.2% | +24.7% | +7.5% | +22.8% |
| 1Y | +42.8% | +19.0% | +23.8% | +33.8% |
| 3Y | +330.4% | +147.0% | +183.4% | +231.4% |
| 5Y | +263.9% | +58.2% | +205.8% | +207.5% |
| All | +1,643.1% | +127.4% | +1,515.7% | +1,155.7% |
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