+341.5%
TSM vs NXT
+194.0%
+147.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | +15.1% | -17.6% | -5.5% |
| 30D | -14.3% | +21.8% | -36.1% | -18.2% |
| 3M | -7.2% | +1.6% | -8.8% | -8.1% |
| 6M | -5.1% | -16.7% | +11.6% | -3.1% |
| YTD | +28.9% | +20.4% | +8.5% | +22.1% |
| 1Y | +37.1% | +0.2% | +36.8% | +33.7% |
| 3Y | +341.5% | +208.7% | +132.8% | +249.8% |
| All | +341.5% | +194.0% | +147.5% | +249.8% |
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