+66.2%
TSM vs NVD
-54.6%
+120.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.1% | -0.2% |
| 7D | +2.6% | +9.0% | -6.4% | +5.6% |
| 30D | +1.4% | -5.5% | +6.9% | +0.7% |
| 3M | +5.0% | -24.6% | +29.6% | -1.2% |
| 6M | +24.0% | -42.1% | +66.0% | +11.0% |
| YTD | +41.6% | -44.3% | +85.9% | +27.5% |
| 1Y | +66.2% | -54.2% | +120.3% | +50.1% |
| All | +66.2% | -54.6% | +120.7% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling