+285.0%
TSM vs NTR
+55.5%
+229.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +4.8% | +0.5% | +4.2% | +4.7% |
| 30D | +4.0% | +21.7% | -17.7% | +0.6% |
| 3M | +2.0% | +22.8% | -20.8% | -1.7% |
| 6M | +25.5% | +8.2% | +17.3% | +23.0% |
| YTD | +44.0% | +32.9% | +11.1% | +35.1% |
| 1Y | +75.4% | +45.3% | +30.1% | +60.9% |
| 3Y | +406.7% | +41.7% | +365.1% | +359.4% |
| 5Y | +285.0% | +49.8% | +235.2% | +231.6% |
| All | +285.0% | +55.5% | +229.4% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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