+368.8%
TSM vs NVD
-98.7%
+467.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.8% | +10.0% | +2.5% |
| 7D | +4.4% | +27.3% | -22.9% | +13.7% |
| 30D | -7.0% | +59.9% | -66.9% | +9.3% |
| 3M | -1.8% | +39.4% | -41.2% | +12.6% |
| 6M | +2.7% | +27.6% | -24.9% | +18.9% |
| YTD | +37.1% | -17.9% | +55.0% | +45.2% |
| 1Y | +43.5% | -14.5% | +57.9% | +55.3% |
| 3Y | +341.5% | -98.6% | +440.1% | +139.0% |
| All | +368.8% | -98.7% | +467.5% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling