+219,129.9%
AAPL vs TSM
+14,238.4%
+204,891.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | +4.1% | +6.2% | -2.1% | +1.9% |
| 30D | +4.0% | -7.3% | +11.2% | +6.1% |
| 3M | +16.8% | -7.1% | +23.9% | +18.6% |
| 6M | +19.4% | +0.2% | +19.2% | +16.2% |
| YTD | +31.5% | +32.2% | -0.7% | +14.6% |
| 1Y | +31.0% | +42.8% | -11.8% | +10.8% |
| 3Y | +95.3% | +330.4% | -235.1% | +4.3% |
| 5Y | +143.4% | +263.9% | -120.6% | +35.3% |
| 10Y | +1,330.5% | +1,580.2% | -249.7% | +349.0% |
| All | +219,129.9% | +14,238.4% | +204,891.5% | +25,519.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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