+13,171.6%
TSM vs NOK
+190.2%
+12,981.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.4% |
| 7D | +4.4% | +2.2% | +2.3% | +3.8% |
| 30D | -7.0% | -14.7% | +7.8% | -1.7% |
| 3M | -1.8% | -10.6% | +8.8% | +1.1% |
| 6M | +2.7% | -39.4% | +42.1% | +19.7% |
| YTD | +37.1% | +30.4% | +6.6% | +18.0% |
| 1Y | +43.5% | +22.3% | +21.1% | +26.1% |
| 3Y | +341.5% | +157.6% | +183.9% | +180.6% |
| 5Y | +278.9% | +64.6% | +214.3% | +181.3% |
| 10Y | +1,641.8% | +132.5% | +1,509.3% | +826.7% |
| All | +13,171.6% | +190.2% | +12,981.4% | +2,749.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling