+352.2%
TSM vs NVD
-98.5%
+450.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -0.5% |
| 7D | +6.2% | +28.6% | -22.4% | +14.9% |
| 30D | -7.3% | +73.6% | -80.9% | +11.7% |
| 3M | -7.1% | +70.1% | -77.2% | +13.0% |
| 6M | +0.2% | +53.6% | -53.3% | +22.8% |
| YTD | +32.2% | -7.0% | +39.2% | +45.6% |
| 1Y | +42.8% | -9.0% | +51.8% | +57.7% |
| 3Y | +330.4% | -98.3% | +428.7% | +143.1% |
| All | +352.2% | -98.5% | +450.8% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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