+300.9%
TSM vs NVTS
-15.6%
+316.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.5% | +2.2% |
| 7D | +2.7% | +2.7% | 0.0% | +2.4% |
| 30D | +3.6% | -4.5% | +8.1% | +3.9% |
| 3M | -3.4% | -61.5% | +58.2% | +5.9% |
| 6M | +20.6% | +28.0% | -7.4% | +13.4% |
| YTD | +41.9% | +65.3% | -23.4% | +28.5% |
| 1Y | +84.4% | +113.0% | -28.6% | +59.4% |
| 3Y | +380.2% | +34.7% | +345.5% | +308.5% |
| All | +300.9% | -15.6% | +316.5% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling