+322.0%
TSM vs APA
+24.2%
+297.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +6.1% |
| 7D | -7.6% | -15.5% | +7.9% | -6.1% |
| 30D | -20.5% | +2.4% | -22.9% | -20.8% |
| 3M | -10.0% | +22.8% | -32.8% | -12.3% |
| 6M | -10.1% | +17.9% | -28.0% | -12.2% |
| YTD | +24.5% | +87.7% | -63.2% | +8.8% |
| 1Y | +31.2% | +94.2% | -63.0% | +13.3% |
| 3Y | +322.0% | +27.2% | +294.8% | +277.9% |
| All | +322.0% | +24.2% | +297.8% | +277.9% |
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 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