+1,502.2%
TSM vs APA
+0.9%
+1,501.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -2.5% | -8.7% | +6.2% | -1.3% |
| 30D | -14.3% | -2.4% | -11.9% | -14.1% |
| 3M | -7.2% | +19.0% | -26.2% | -9.8% |
| 6M | -5.1% | +26.8% | -31.9% | -9.1% |
| YTD | +28.9% | +87.3% | -58.5% | +15.0% |
| 1Y | +37.1% | +92.3% | -55.2% | +21.5% |
| 3Y | +341.5% | +37.3% | +304.2% | +300.2% |
| 5Y | +245.7% | +73.2% | +172.5% | +196.2% |
| 10Y | +1,502.2% | -0.9% | +1,503.1% | +1,179.3% |
| All | +1,502.2% | +0.9% | +1,501.4% | +1,179.3% |
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