+1,248.3%
TSM vs NVT
+699.2%
+549.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.7% |
| 7D | +2.7% | +5.1% | -2.4% | +0.4% |
| 30D | +3.6% | -3.7% | +7.3% | +5.1% |
| 3M | -3.4% | -10.1% | +6.8% | +1.2% |
| 6M | +20.6% | +37.5% | -16.8% | +3.5% |
| YTD | +41.9% | +53.7% | -11.9% | +15.5% |
| 1Y | +84.4% | +70.9% | +13.5% | +42.5% |
| 3Y | +380.2% | +180.4% | +199.8% | +192.2% |
| 5Y | +275.3% | +393.5% | -118.1% | +80.5% |
| All | +1,248.3% | +699.2% | +549.1% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling