+13,840.9%
TSM vs NYT
+258.4%
+13,582.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | +4.8% | -1.6% | +6.4% | +5.3% |
| 30D | +4.0% | +2.8% | +1.3% | +3.1% |
| 3M | +2.0% | -9.2% | +11.2% | +4.1% |
| 6M | +25.5% | -17.1% | +42.6% | +31.5% |
| YTD | +44.0% | -3.2% | +47.3% | +43.3% |
| 1Y | +75.4% | +15.7% | +59.7% | +64.1% |
| 3Y | +406.7% | +55.7% | +351.0% | +320.4% |
| 5Y | +285.0% | +39.4% | +245.6% | +222.6% |
| 10Y | +1,815.4% | +485.6% | +1,329.8% | +831.0% |
| All | +13,840.9% | +258.4% | +13,582.5% | +4,145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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