+330.4%
TSM vs APA
+45.9%
+284.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | +6.2% | +8.5% | -2.3% | +5.3% |
| 30D | -7.3% | +2.8% | -10.0% | -7.6% |
| 3M | -7.1% | +21.7% | -28.8% | -9.2% |
| 6M | +0.2% | +32.6% | -32.4% | -3.3% |
| YTD | +32.2% | +103.7% | -71.5% | +14.7% |
| 1Y | +42.8% | +101.8% | -59.0% | +23.8% |
| 3Y | +330.4% | +48.1% | +282.3% | +263.3% |
| All | +330.4% | +45.9% | +284.5% | +263.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling