+261.5%
TSM vs NU
+17.5%
+243.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -4.1% |
| 7D | +6.2% | +9.9% | -3.7% | +3.9% |
| 30D | -7.3% | -11.5% | +4.2% | -5.5% |
| 3M | -7.1% | -5.1% | -2.0% | -7.3% |
| 6M | +0.2% | +3.1% | -2.9% | -1.9% |
| YTD | +32.2% | -21.0% | +53.3% | +36.5% |
| 1Y | +42.8% | -15.2% | +58.0% | +45.1% |
| 3Y | +330.4% | +56.4% | +274.0% | +282.3% |
| All | +261.5% | +17.5% | +243.9% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 10y: compounded portfolio wealth divided by compounded NU 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…
10y analysis · Full analysis span regression · 6 months rolling