+390.5%
TSM vs NVDX
+833.4%
-442.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.5% |
| 7D | +6.0% | +7.3% | -1.3% | +3.8% |
| 30D | +4.5% | -0.9% | +5.4% | +4.0% |
| 3M | +3.1% | +8.4% | -5.3% | -0.8% |
| 6M | +30.2% | +38.2% | -7.9% | +15.8% |
| YTD | +45.2% | +19.3% | +25.9% | +33.2% |
| 1Y | +79.6% | +33.3% | +46.3% | +57.3% |
| All | +390.5% | +833.4% | -442.9% | +133.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling