+36.0%
TSM vs NVDX
-27.2%
+63.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +3.9% | -0.1% |
| 7D | -10.0% | -14.1% | +4.1% | -5.1% |
| 30D | -18.5% | -31.3% | +12.8% | -7.4% |
| 3M | -4.9% | -16.2% | +11.3% | -0.2% |
| 6M | -1.0% | -11.9% | +10.9% | +0.5% |
| YTD | +31.3% | -9.4% | +40.7% | +28.3% |
| 1Y | +36.0% | -23.9% | +59.9% | +38.0% |
| All | +36.0% | -27.2% | +63.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling