+477.5%
TSM vs NVDL
+2,657.6%
-2,180.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.5% |
| 7D | +6.0% | +7.3% | -1.3% | +3.7% |
| 30D | +4.5% | -0.7% | +5.2% | +3.9% |
| 3M | +3.1% | +9.5% | -6.4% | -1.1% |
| 6M | +30.2% | +41.6% | -11.4% | +14.8% |
| YTD | +45.2% | +23.3% | +21.9% | +31.8% |
| 1Y | +79.6% | +40.3% | +39.3% | +54.7% |
| 3Y | +411.0% | +692.2% | -281.2% | +129.8% |
| All | +477.5% | +2,657.6% | -2,180.0% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling