+287.8%
TSM vs NU
+36.6%
+251.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.3% |
| 7D | +2.7% | +7.5% | -4.8% | +1.1% |
| 30D | +3.6% | +6.1% | -2.5% | +2.0% |
| 3M | -3.4% | +26.8% | -30.2% | -8.4% |
| 6M | +20.6% | +2.5% | +18.1% | +19.4% |
| YTD | +41.9% | -8.2% | +50.1% | +43.3% |
| 1Y | +84.4% | +3.4% | +81.0% | +81.6% |
| 3Y | +380.2% | +116.2% | +264.0% | +305.6% |
| All | +287.8% | +36.6% | +251.2% | +221.9% |
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