+236.4%
TSM vs NOW
-26.5%
+262.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -7.6% | -3.0% | -4.6% | -6.8% |
| 30D | -20.5% | -26.0% | +5.5% | -15.7% |
| 3M | -10.0% | -13.1% | +3.1% | -9.4% |
| 6M | -10.1% | +14.5% | -24.6% | -18.9% |
| YTD | +24.5% | -33.4% | +58.0% | +32.6% |
| 1Y | +31.2% | -40.6% | +71.8% | +45.6% |
| 3Y | +322.0% | -16.3% | +338.3% | +296.0% |
| All | +236.4% | -26.5% | +262.9% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOW.
Daily Out/Under-Performance
Portfolio return minus NOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOW 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 NOW 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