+274.7%
TSM vs NU
+9.5%
+265.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.8% |
| 7D | +4.4% | +2.8% | +1.7% | +3.9% |
| 30D | -7.0% | -23.0% | +16.1% | -2.2% |
| 3M | -1.8% | -9.7% | +7.9% | -0.8% |
| 6M | +2.7% | -8.7% | +11.4% | +3.3% |
| YTD | +37.1% | -26.4% | +63.5% | +43.9% |
| 1Y | +43.5% | -24.8% | +68.3% | +49.8% |
| 3Y | +341.5% | +44.6% | +296.9% | +299.3% |
| All | +274.7% | +9.5% | +265.2% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling