+33.0%
TSM vs APA
+89.4%
-56.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -2.5% | -8.7% | +6.2% | -4.3% |
| 30D | -14.3% | -2.4% | -11.9% | -14.4% |
| 3M | -7.2% | +19.0% | -26.2% | -3.0% |
| 6M | -5.1% | +26.8% | -31.9% | +1.3% |
| YTD | +28.9% | +87.3% | -58.5% | +38.1% |
| All | +33.0% | +89.4% | -56.4% | +43.2% |
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