+12,702.2%
TSM vs NOK
+177.5%
+12,524.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -0.7% |
| 7D | +6.2% | +5.4% | +0.9% | +4.2% |
| 30D | -7.3% | -14.1% | +6.9% | -2.2% |
| 3M | -7.1% | -23.6% | +16.5% | +1.4% |
| 6M | +0.2% | -45.1% | +45.4% | +21.6% |
| YTD | +32.2% | +24.7% | +7.5% | +15.7% |
| 1Y | +42.8% | +19.0% | +23.8% | +26.7% |
| 3Y | +330.4% | +147.0% | +183.4% | +177.8% |
| 5Y | +263.9% | +58.2% | +205.8% | +174.1% |
| 10Y | +1,580.2% | +122.3% | +1,457.9% | +808.7% |
| All | +12,702.2% | +177.5% | +12,524.7% | +2,694.0% |
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