+20.6%
TSM vs NXT
-16.4%
+37.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | +2.7% | -1.1% | +3.8% | +3.1% |
| 30D | +3.6% | -15.3% | +18.9% | +9.3% |
| 3M | -3.4% | -43.8% | +40.4% | +14.2% |
| 6M | +20.6% | -18.7% | +39.3% | +19.4% |
| All | +20.6% | -16.4% | +37.0% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling