+273.7%
TSM vs NVTS
-36.0%
+309.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -0.9% |
| 7D | +6.2% | +3.9% | +2.3% | +5.7% |
| 30D | -7.3% | -4.3% | -2.9% | -7.0% |
| 3M | -7.1% | -34.5% | +27.4% | -3.1% |
| 6M | +0.2% | -57.7% | +58.0% | +7.9% |
| YTD | +32.2% | +25.4% | +6.9% | +23.1% |
| 1Y | +42.8% | +13.1% | +29.6% | +34.1% |
| 3Y | +330.4% | +48.9% | +281.5% | +251.8% |
| 5Y | +263.9% | -51.8% | +315.7% | +181.6% |
| All | +273.7% | -36.0% | +309.7% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling