+392.5%
TSM vs NVD
-99.2%
+491.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | +406.7% | -99.2% | +505.9% | +128.4% |
| All | +392.5% | -99.2% | +491.6% | +121.9% |
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