+398.4%
TSM vs NVT
+178.0%
+220.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.5% |
| 7D | +2.6% | +2.0% | +0.6% | +1.5% |
| 30D | +1.4% | -7.2% | +8.6% | +5.4% |
| 3M | +5.0% | -0.9% | +5.9% | +4.8% |
| 6M | +24.0% | +42.6% | -18.6% | +0.1% |
| YTD | +41.6% | +52.9% | -11.3% | +9.5% |
| 1Y | +66.2% | +64.5% | +1.7% | +22.2% |
| All | +398.4% | +178.0% | +220.5% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 3y: compounded portfolio wealth divided by compounded NVT 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…
3y analysis · Full analysis span regression · 6 months rolling