+407.0%
TSM vs NVD
-99.1%
+506.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.3% |
| 7D | +4.8% | +0.5% | +4.3% | +5.0% |
| 30D | +4.0% | -9.3% | +13.3% | +2.1% |
| 3M | +2.0% | -22.1% | +24.1% | -2.1% |
| 6M | +25.5% | -45.8% | +71.3% | +12.3% |
| YTD | +44.0% | -46.7% | +90.7% | +30.5% |
| 1Y | +75.4% | -59.5% | +134.9% | +51.7% |
| All | +407.0% | -99.1% | +506.1% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling