+463.1%
TSM vs NVDL
+2,480.8%
-2,017.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +3.0% | -0.3% |
| 7D | +2.6% | -8.7% | +11.3% | +5.3% |
| 30D | +1.4% | -1.3% | +2.7% | +1.0% |
| 3M | +5.0% | +11.4% | -6.4% | +0.2% |
| 6M | +24.0% | +22.9% | +1.1% | +13.8% |
| YTD | +41.6% | +15.4% | +26.2% | +31.0% |
| 1Y | +66.2% | +18.8% | +47.4% | +50.2% |
| 3Y | +398.2% | +641.4% | -243.2% | +128.4% |
| All | +463.1% | +2,480.8% | -2,017.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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