+397.0%
TSM vs NXT
+95.6%
+301.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.6% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | +3.6% | -15.3% | +18.9% | +7.2% |
| 3M | -3.4% | -43.8% | +40.4% | +8.2% |
| 6M | +20.6% | -18.7% | +39.3% | +24.7% |
| YTD | +41.9% | -3.0% | +44.9% | +41.6% |
| 1Y | +84.4% | +22.7% | +61.6% | +75.6% |
| All | +397.0% | +95.6% | +301.4% | +316.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling