+285.0%
TSM vs NVT
+420.2%
-135.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | +0.5% |
| 7D | +4.8% | +7.0% | -2.2% | +0.9% |
| 30D | +4.0% | -2.3% | +6.4% | +5.0% |
| 3M | +2.0% | -3.1% | +5.1% | +3.1% |
| 6M | +25.5% | +47.0% | -21.5% | 0.0% |
| YTD | +44.0% | +56.2% | -12.2% | +10.6% |
| 1Y | +75.4% | +74.5% | +0.9% | +25.7% |
| 3Y | +406.7% | +184.0% | +222.7% | +165.5% |
| 5Y | +285.0% | +410.8% | -125.8% | +42.8% |
| All | +285.0% | +420.2% | -135.2% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling