+196,643.3%
AAPL vs TSM
+15,282.5%
+181,360.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.5% |
| 7D | +0.1% | +2.7% | -2.6% | -0.9% |
| 30D | +3.0% | +3.6% | -0.6% | +1.5% |
| 3M | +2.9% | -3.4% | +6.3% | +2.7% |
| 6M | +22.1% | +20.6% | +1.5% | +11.5% |
| YTD | +18.0% | +41.9% | -23.9% | +1.2% |
| 1Y | +33.9% | +84.4% | -50.4% | +3.6% |
| 3Y | +71.2% | +380.2% | -309.1% | -11.4% |
| 5Y | +112.6% | +275.3% | -162.7% | +18.0% |
| 10Y | +1,198.8% | +1,751.4% | -552.6% | +297.2% |
| All | +196,643.3% | +15,282.5% | +181,360.9% | +22,533.9% |
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