+214,192.0%
AAPL vs TSM
+14,157.5%
+200,034.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.3% |
| 7D | +5.0% | -2.1% | +7.1% | +5.4% |
| 30D | +3.5% | -12.5% | +16.1% | +7.8% |
| 3M | +13.1% | -5.0% | +18.1% | +13.9% |
| 6M | +19.0% | -3.2% | +22.2% | +17.3% |
| YTD | +28.5% | +31.5% | -3.0% | +12.2% |
| 1Y | +29.7% | +35.7% | -6.0% | +11.7% |
| 3Y | +89.2% | +323.5% | -234.2% | +1.7% |
| 5Y | +141.2% | +263.4% | -122.2% | +34.2% |
| 10Y | +1,306.6% | +1,598.5% | -291.9% | +340.0% |
| All | +214,192.0% | +14,157.5% | +200,034.5% | +25,000.3% |
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