+341.5%
TSM vs NU
+48.2%
+293.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.7% |
| 7D | -2.5% | +6.4% | -8.9% | -4.2% |
| 30D | -14.3% | -23.3% | +9.1% | -7.9% |
| 3M | -7.2% | -10.7% | +3.5% | -5.9% |
| 6M | -5.1% | -10.4% | +5.3% | -4.2% |
| YTD | +28.9% | -26.2% | +55.1% | +37.8% |
| 1Y | +37.1% | -22.1% | +59.2% | +43.8% |
| 3Y | +341.5% | +49.6% | +291.8% | +249.1% |
| All | +341.5% | +48.2% | +293.3% | +249.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling