+4.6%
TSM vs NOK
-37.5%
+42.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.3% |
| 7D | +4.4% | +2.2% | +2.3% | +3.7% |
| 30D | -7.0% | -14.7% | +7.8% | -1.9% |
| 3M | -1.8% | -10.6% | +8.8% | +0.8% |
| All | +4.6% | -37.5% | +42.0% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling