+411.0%
TSM vs NVTS
+45.8%
+365.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +6.0% | +9.7% | -3.7% | +5.2% |
| 30D | +4.5% | -13.6% | +18.1% | +5.8% |
| 3M | +3.1% | -51.0% | +54.1% | +8.8% |
| 6M | +30.2% | +46.3% | -16.1% | +22.9% |
| YTD | +45.2% | +68.1% | -22.9% | +34.6% |
| 1Y | +79.6% | +113.9% | -34.3% | +61.3% |
| 3Y | +411.0% | +45.3% | +365.7% | +423.8% |
| All | +411.0% | +45.8% | +365.2% | +423.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling