+1,757.2%
TSM vs APA
-2.8%
+1,759.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +2.6% | +0.8% | +1.9% | +2.5% |
| 30D | +1.4% | +9.6% | -8.2% | 0.0% |
| 3M | +5.0% | +18.0% | -13.0% | +2.1% |
| 6M | +24.0% | +41.9% | -17.9% | +16.1% |
| YTD | +41.6% | +86.3% | -44.7% | +26.7% |
| 1Y | +66.2% | +97.9% | -31.7% | +46.7% |
| 3Y | +398.2% | +12.8% | +385.4% | +365.2% |
| 5Y | +277.6% | +177.2% | +100.4% | +204.0% |
| All | +1,757.2% | -2.8% | +1,759.9% | +1,395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling