+1,707.0%
TSM vs APA
+4.9%
+1,702.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.8% |
| 7D | +4.4% | +5.1% | -0.6% | +3.8% |
| 30D | -7.0% | +0.3% | -7.3% | -7.1% |
| 3M | -1.8% | +15.6% | -17.4% | -4.1% |
| 6M | +2.7% | +28.9% | -26.2% | -1.8% |
| YTD | +37.1% | +96.6% | -59.5% | +21.4% |
| 1Y | +43.5% | +95.5% | -52.0% | +27.0% |
| 3Y | +341.5% | +41.8% | +299.7% | +298.4% |
| 5Y | +278.9% | +85.4% | +193.5% | +221.5% |
| All | +1,707.0% | +4.9% | +1,702.1% | +1,350.9% |
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