+367.2%
TSM vs NXT
+178.8%
+188.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.6% |
| 7D | +2.7% | -1.1% | +3.8% | +2.9% |
| 30D | +3.6% | -15.3% | +18.9% | +7.0% |
| 3M | -3.4% | -43.8% | +40.4% | +7.6% |
| 6M | +20.6% | -18.7% | +39.3% | +24.5% |
| YTD | +41.9% | -3.0% | +44.9% | +41.7% |
| 1Y | +84.4% | +22.7% | +61.6% | +76.2% |
| 3Y | +380.2% | +95.9% | +284.3% | +313.4% |
| All | +367.2% | +178.8% | +188.4% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling