+378.2%
TSM vs NXT
+181.9%
+196.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | +6.0% | +2.9% | +3.2% | +5.4% |
| 30D | +4.5% | -17.2% | +21.8% | +8.5% |
| 3M | +3.1% | -32.0% | +35.1% | +10.9% |
| 6M | +30.2% | -15.8% | +46.0% | +33.5% |
| YTD | +45.2% | -1.9% | +47.1% | +44.7% |
| 1Y | +79.6% | +22.5% | +57.1% | +71.6% |
| 3Y | +411.0% | +100.5% | +310.4% | +338.2% |
| All | +378.2% | +181.9% | +196.3% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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