+285.0%
TSM vs NOK
+103.7%
+181.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.1% |
| 7D | +4.8% | +9.3% | -4.6% | +1.9% |
| 30D | +4.0% | +17.9% | -13.8% | -1.3% |
| 3M | +2.0% | -22.3% | +24.3% | +9.0% |
| 6M | +25.5% | +36.4% | -10.9% | +10.1% |
| YTD | +44.0% | +66.3% | -22.3% | +17.7% |
| 1Y | +75.4% | +134.4% | -59.0% | +23.3% |
| 3Y | +406.7% | +186.6% | +220.2% | +218.9% |
| 5Y | +285.0% | +102.7% | +182.3% | +184.8% |
| All | +285.0% | +103.7% | +181.3% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling