+79.6%
TSM vs APA
+96.0%
-16.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.6% |
| 7D | +6.0% | -1.7% | +7.7% | +5.8% |
| 30D | +4.5% | +15.7% | -11.2% | +6.3% |
| 3M | +3.1% | +16.5% | -13.4% | +5.4% |
| 6M | +30.2% | +35.1% | -4.9% | +30.0% |
| YTD | +45.2% | +82.2% | -37.0% | +39.7% |
| 1Y | +79.6% | +102.5% | -22.9% | +67.0% |
| All | +79.6% | +96.0% | -16.4% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling